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 1 8 207 2 7 34 463
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 2 3 24 335 5 18 80 860
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 3 56 0 1 19 180
Marginal likelihood calculation for gelfand-dey and Chib Method 1 2 6 25 1 2 24 76
Total Working Papers 3 6 41 623 8 28 157 1,579


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? 1 1 4 29 1 4 21 91
Forecasting realized volatility: a Bayesian model-averaging approach 2 2 9 74 3 5 38 235
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 3 8 0 4 12 29
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 2 2 7 9 3 6 36 60
Total Journal Articles 5 5 23 120 7 19 107 415


Statistics updated 2014-07-03