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? 0 0 8 207 0 2 33 463
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 2 22 335 2 13 76 862
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 3 56 0 1 15 180
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 6 25 2 3 23 78
Total Working Papers 0 3 39 623 4 19 147 1,583


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? 0 1 4 29 1 2 22 92
Forecasting realized volatility: a Bayesian model-averaging approach 1 3 9 75 4 7 39 239
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 1 1 4 9 1 5 13 30
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 3 8 10 2 7 35 62
Total Journal Articles 3 8 25 123 8 21 109 423


Statistics updated 2014-08-03