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 5 8 13 194
Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data 0 0 1 104 6 11 15 217
Total Working Papers 0 0 1 171 11 19 28 411


Statistics updated 2026-02-12