Access Statistics for Xu, Dinghai

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
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 2 5 18 18 3 13 26 26
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 4 8 41 41 14 30 87 87
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 2 6 23 23 6 16 40 40
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 5 9 29 29 12 19 57 57
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 24 24 24 24 13 13 13 13
Total Working Papers 37 52 135 135 48 91 223 223


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling the leverage effect with copulas and realized volatility 1 2 21 21 4 9 42 42
Total Journal Articles 1 2 21 21 4 9 42 42


Statistics updated 2009-11-04