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 3 210 0 0 12 475
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 2 3 10 345 5 8 42 902
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 1 1 4 60 2 6 9 189
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 3 28 0 2 15 91
Total Working Papers 3 4 20 643 7 16 78 1,657


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 32 1 2 11 102
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 8 82 2 3 21 256
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 2 10 0 0 5 34
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 1 9 18 2 4 23 83
Total Journal Articles 0 3 22 142 5 9 60 475


Statistics updated 2015-07-02