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 1 7 85
A multivariate GARCH model with an infinite hidden Markov mixture 0 0 0 34 0 1 9 47
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates 0 0 7 7 1 1 17 17
An Infinite Hidden Markov Model with Stochastic Volatility 0 1 1 70 1 2 6 45
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 2 39 0 0 4 34
Total Working Papers 0 1 11 188 2 5 43 228


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 stochastic volatility 0 0 0 0 0 1 4 4
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 1 1 0 1 7 7
Total Journal Articles 0 0 1 1 0 2 11 11


Statistics updated 2025-08-05