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 2 212 0 1 7 482
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 1 1 3 348 2 7 16 918
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 3 63 0 3 14 203
Marginal likelihood calculation for gelfand-dey and Chib Method 1 1 2 30 1 1 6 97
Total Working Papers 2 2 10 653 3 12 43 1,700


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 1 33 0 0 2 104
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 3 85 2 5 15 271
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 2 6 40
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 1 2 20 0 2 15 98
Total Journal Articles 0 2 6 148 2 9 38 513


Statistics updated 2016-07-02