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? 1 1 9 208 1 3 30 464
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 2 16 335 3 10 70 865
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 1 1 3 57 1 1 13 181
Marginal likelihood calculation for gelfand-dey and Chib Method 1 2 6 26 1 4 20 79
Total Working Papers 3 6 34 626 6 18 133 1,589


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 3 29 1 3 20 93
Forecasting realized volatility: a Bayesian model-averaging approach 0 3 9 75 1 8 38 240
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 1 4 9 0 1 13 30
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 3 8 10 2 7 25 64
Total Journal Articles 0 8 24 123 4 19 96 427


Statistics updated 2014-09-03