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 4 13 492
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 1 3 4 351 1 3 17 925
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 1 64 5 11 21 217
Marginal likelihood calculation for gelfand-dey and Chib Method 0 3 5 34 0 5 10 104
Total Working Papers 1 6 10 661 10 23 61 1,738


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 3 3 3 107
Forecasting realized volatility: a Bayesian model-averaging approach 0 0 2 85 2 8 20 282
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 2 3 8 44
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 20 3 8 24 112
Total Journal Articles 0 0 3 148 10 22 55 545


Statistics updated 2017-01-03