Access Statistics for Chenxing Li

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	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	6	85
A multivariate GARCH model with an infinite hidden Markov mixture	0	0	0	34	0	1	6	48
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates	1	2	9	9	3	5	21	21
An Infinite Hidden Markov Model with Stochastic Volatility	0	0	1	70	0	2	5	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	12	190	3	8	41	234

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	1	2	2
An infinite hidden Markov model with stochastic volatility	2	2	2	2	2	2	4	6
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?	0	0	1	1	0	0	4	7
Total Journal Articles	2	2	3	3	3	3	10	15

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Statistics updated 2025-10-06