Access Statistics for Chenxing Li

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
A Multivariate GARCH-Jump Mixture Model 0 0 0 38 5 6 12 92
A multivariate GARCH model with an infinite hidden Markov mixture 0 0 0 34 2 6 9 55
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates 0 0 9 9 10 11 28 33
An Infinite Hidden Markov Model with Stochastic Volatility 0 0 1 70 4 6 10 53
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 0 39 3 4 5 38
Total Working Papers 0 0 10 190 24 33 64 271


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An infinite hidden Markov model with GARCH for short-term interest rates 0 1 1 1 6 8 10 10
An infinite hidden Markov model with stochastic volatility 0 2 4 4 0 4 7 10
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 1 1 2 3 7 11
Total Journal Articles 0 3 6 6 8 15 24 31


Statistics updated 2026-02-12