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 0 212 4 8 15 496
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 1 2 5 352 3 4 17 928
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 1 2 65 1 7 18 218
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 5 34 1 1 10 105
Total Working Papers 1 3 12 663 9 20 60 1,747


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? 1 1 1 34 2 4 4 108
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 1 85 2 5 21 285
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 1 3 7 45
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 1 2 21 2 8 23 117
Total Journal Articles 2 2 4 150 7 20 55 555


Statistics updated 2017-03-07