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 5 59 2 5 41 143
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 1 6 95 1 3 40 168
Total Working Papers 0 1 11 154 3 8 81 311


Statistics updated 2021-01-03