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 | 3 | 5 | 13 | 97 |
| A multivariate GARCH model with an infinite hidden Markov mixture | 0 | 1 | 1 | 35 | 3 | 6 | 15 | 61 |
| An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates | 0 | 0 | 2 | 9 | 1 | 8 | 25 | 41 |
| An Infinite Hidden Markov Model with Stochastic Volatility | 0 | 0 | 1 | 70 | 6 | 8 | 18 | 61 |
| Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? | 0 | 0 | 0 | 39 | 4 | 7 | 11 | 45 |
| Total Working Papers | 0 | 1 | 4 | 191 | 17 | 34 | 82 | 305 |
| 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 | 1 | 1 | 5 | 12 | 22 | 22 |
| An infinite hidden Markov model with stochastic volatility | 0 | 0 | 4 | 4 | 4 | 10 | 17 | 20 |
| Multicategory purchase behavior: basket choice, shopping frequency, and promotional analysis | 0 | 0 | 0 | 0 | 1 | 1 | 1 | 1 |
| Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? | 0 | 0 | 0 | 1 | 2 | 6 | 11 | 17 |
| Total Journal Articles | 0 | 0 | 5 | 6 | 12 | 29 | 51 | 60 |
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