Access Statistics for Liyuan Chen

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
Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications 0 0 0 67 1 1 1 182
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 1 1 104 2 3 4 206
Total Working Papers 0 1 1 171 3 4 5 388


Statistics updated 2025-09-05