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 | 1 | 4 | 13 | 98 |
| A multivariate GARCH model with an infinite hidden Markov mixture | 0 | 0 | 1 | 35 | 1 | 6 | 16 | 62 |
| An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates | 0 | 0 | 2 | 9 | 0 | 4 | 25 | 41 |
| An Infinite Hidden Markov Model with Stochastic Volatility | 0 | 0 | 1 | 70 | 0 | 6 | 18 | 61 |
| Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? | 0 | 0 | 0 | 39 | 0 | 5 | 11 | 45 |
| Total Working Papers | 0 | 0 | 4 | 191 | 2 | 25 | 83 | 307 |
| 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 | 2 | 12 | 24 | 24 |
| An infinite hidden Markov model with stochastic volatility | 0 | 0 | 4 | 4 | 3 | 12 | 19 | 23 |
| Multicategory purchase behavior: basket choice, shopping frequency, and promotional analysis | 0 | 0 | 0 | 0 | 0 | 1 | 1 | 1 |
| Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? | 0 | 0 | 0 | 1 | 1 | 5 | 11 | 18 |
| Total Journal Articles | 0 | 0 | 5 | 6 | 6 | 30 | 55 | 66 |
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