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 1 14 206 2 3 45 456
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 1 4 26 332 6 12 85 842
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 4 56 1 4 26 179
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 7 23 0 3 31 74
Total Working Papers 1 6 51 617 9 22 187 1,551


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 3 28 3 6 18 87
Forecasting realized volatility: a Bayesian model-averaging approach 1 3 8 72 2 13 44 230
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 3 5 8 1 5 11 25
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 7 7 6 7 36 54
Total Journal Articles 2 7 23 115 12 31 109 396


Statistics updated 2014-04-04