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 21 202
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 0 1 105 0 6 24 228
Total Working Papers 0 0 1 172 2 11 45 430


Statistics updated 2026-07-10