Access Statistics for Chun Liu

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
Are there Structural Breaks in Realized Volatility? 1 4 4 216 1 5 17 505
Forecasting Realized Volatility: A Bayesian Model Averaging Approach 1 2 6 356 3 5 13 937
Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market 0 0 2 66 0 1 9 220
Marginal likelihood calculation for gelfand-dey and Chib Method 0 1 2 36 0 1 5 109
The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes 3 5 39 39 3 8 13 13
Total Working Papers 5 12 53 713 7 20 57 1,784


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Are There Structural Breaks in Realized Volatility? 0 1 2 35 0 3 8 112
Forecasting realized volatility: a Bayesian model-averaging approach 1 1 2 87 3 3 15 295
Intraday dynamics of volatility and duration: Evidence from Chinese stocks 0 0 0 10 0 0 5 47
Marginal likelihood calculation for the Gelfand–Dey and Chib methods 0 0 1 21 4 5 16 125
Total Journal Articles 1 2 5 153 7 11 44 579


Statistics updated 2017-12-03