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 2 8 12 94
A multivariate GARCH model with an infinite hidden Markov mixture 1 1 1 35 1 6 10 56
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates 0 0 4 9 4 14 25 37
An Infinite Hidden Markov Model with Stochastic Volatility 0 0 1 70 2 8 12 55
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 0 39 2 6 7 40
Total Working Papers 1 1 6 191 11 42 66 282


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 2 10 12 12
An infinite hidden Markov model with stochastic volatility 0 0 4 4 1 2 8 11
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 1 1 2 5 8 13
Total Journal Articles 0 1 6 6 5 17 28 36


Statistics updated 2026-03-04