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 2 212 0 2 6 481
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 0 5 347 0 3 17 911
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 4 63 0 4 17 200
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 1 29 1 2 7 96
Total Working Papers 0 0 12 651 1 11 47 1,688


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 0 2 33 0 0 4 104
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 3 84 2 4 13 266
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 2 4 38
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 2 19 2 8 17 96
Total Journal Articles 0 1 7 146 4 14 38 504


Statistics updated 2016-04-02