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 1 3 37 2 5 16 76
A multivariate GARCH model with an infinite hidden Markov mixture 0 3 3 34 0 6 8 34
An Infinite Hidden Markov Model with Stochastic Volatility 1 2 4 68 3 4 11 34
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 15 35 35 0 11 20 20
Total Working Papers 1 21 45 174 5 26 55 164


Statistics updated 2024-02-04