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 0 0 4 347 4 5 19 916
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 4 63 2 3 16 203
Marginal likelihood calculation for gelfand-dey and Chib Method 0 0 1 29 0 1 5 96
Total Working Papers 0 0 11 651 6 10 47 1,697


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 3 104
Forecasting realized volatility: a Bayesian model-averaging approach 0 1 3 85 2 5 15 269
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 1 2 6 40
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 1 1 2 20 1 4 17 98
Total Journal Articles 1 2 6 148 4 11 41 511


Statistics updated 2016-06-03