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 1 5 13 493
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 3 4 351 0 3 15 925
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 1 1 2 65 1 9 20 218
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 5 34 0 2 10 104
Total Working Papers 1 5 11 662 2 19 58 1,740


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 0 33 0 3 3 107
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 2 85 1 5 20 283
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 3 6 44
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 20 3 7 25 115
Total Journal Articles 0 0 3 148 4 18 54 549


Statistics updated 2017-02-02