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 3 7 85
A multivariate GARCH model with an infinite hidden Markov mixture 0 0 0 34 1 1 9 47
An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates 0 1 7 7 0 1 16 16
An Infinite Hidden Markov Model with Stochastic Volatility 1 1 1 70 1 1 5 44
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 2 39 0 1 5 34
Total Working Papers 1 2 11 188 2 7 42 226


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 1 1 1 0 2 7 7
Total Journal Articles 0 1 1 1 0 3 11 11


Statistics updated 2025-07-04