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 | 1 | 38 | 0 | 0 | 7 | 85 |
| A multivariate GARCH model with an infinite hidden Markov mixture | 0 | 0 | 0 | 34 | 1 | 2 | 7 | 48 |
| An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates | 1 | 1 | 8 | 8 | 1 | 2 | 18 | 18 |
| An Infinite Hidden Markov Model with Stochastic Volatility | 0 | 1 | 1 | 70 | 1 | 3 | 7 | 46 |
| Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? | 0 | 0 | 1 | 39 | 0 | 0 | 3 | 34 |
| Total Working Papers | 1 | 2 | 11 | 189 | 3 | 7 | 42 | 231 |
| 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 | 0 | 0 | 0 | 0 | 1 | 1 | 1 |
| An infinite hidden Markov model with stochastic volatility | 0 | 0 | 0 | 0 | 0 | 0 | 4 | 4 |
| Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? | 0 | 0 | 1 | 1 | 0 | 0 | 7 | 7 |
| Total Journal Articles | 0 | 0 | 1 | 1 | 0 | 1 | 12 | 12 |
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