Access Statistics for Chun Liu

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are there Structural Breaks in Realized Volatility? 2 2 4 210 2 3 14 468
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 3 3 11 342 4 14 56 892
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 1 2 3 59 0 1 5 183
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 4 27 3 7 14 88
Total Working Papers 6 7 22 638 9 25 89 1,631


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are There Structural Breaks in Realized Volatility? 2 2 4 31 2 5 15 99
Forecasting realized volatility: a Bayesian model-averaging approach 2 2 10 81 2 4 25 253
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 1 2 10 0 3 10 34
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 4 9 16 0 5 28 76
Total Journal Articles 4 9 25 138 4 17 78 462


Statistics updated 2015-03-02