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 0 0 0 181
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 1 1 1 104 1 1 2 204
Total Working Papers 1 1 1 171 1 1 2 385


Statistics updated 2025-07-04