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 7 208 0 1 24 465
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 2 4 14 339 7 13 55 878
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 2 57 0 1 8 182
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 6 27 0 2 12 81
Total Working Papers 2 5 29 631 7 17 99 1,606


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 3 29 0 1 15 94
Forecasting realized volatility: a Bayesian model-averaging approach 1 4 12 79 3 9 37 249
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 4 9 0 1 12 31
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 2 6 12 3 7 25 71
Total Journal Articles 2 6 25 129 6 18 89 445


Statistics updated 2014-12-03