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 1 38 0 1 4 80
A multivariate GARCH model with an infinite hidden Markov mixture 0 0 0 34 1 3 12 46
An Infinite Hidden Markov Model with Stochastic Volatility 0 0 1 69 1 1 9 43
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 1 1 4 39 1 2 13 33
Total Working Papers 1 2 6 180 3 7 38 202


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 3 3
Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? 0 0 0 0 0 0 4 4
Total Journal Articles 0 0 0 0 0 1 7 7


Statistics updated 2025-02-05