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 2 5 18 199
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 1 2 105 5 10 24 227
Total Working Papers 0 1 2 172 7 15 42 426


Statistics updated 2026-05-06