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 2 4 210 7 10 19 475
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 0 3 10 342 2 9 52 894
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 2 3 59 0 1 4 183
Marginal likelihood calculation for gelfand-dey and Chib Method 1 1 5 28 1 8 15 89
Total Working Papers 1 8 22 639 10 28 90 1,641


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 2 3 31 1 6 13 100
Forecasting realized volatility: a Bayesian model-averaging approach 0 2 9 81 0 4 23 253
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 2 10 0 1 9 34
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 4 10 17 3 7 25 79
Total Journal Articles 1 8 24 139 4 18 70 466


Statistics updated 2015-04-05