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? | 0 | 0 | 0 | 225 | 0 | 2 | 9 | 559 |
| Forecasting Realized Volatility: A Bayesian Model Averaging Approach | 0 | 2 | 3 | 367 | 1 | 23 | 31 | 1,053 |
| Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market | 0 | 0 | 0 | 68 | 7 | 16 | 23 | 268 |
| Marginal likelihood calculation for gelfand-dey and Chib Method | 0 | 0 | 1 | 41 | 0 | 5 | 7 | 146 |
| The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes | 0 | 0 | 0 | 89 | 6 | 24 | 43 | 411 |
| Total Working Papers | 0 | 2 | 4 | 790 | 14 | 70 | 113 | 2,437 |
| 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 | 0 | 0 | 56 | 6 | 10 | 14 | 189 |
| Forecasting realized volatility: a Bayesian model-averaging approach | 0 | 1 | 1 | 91 | 2 | 7 | 17 | 343 |
| Intraday dynamics of volatility and duration: Evidence from Chinese stocks | 0 | 0 | 0 | 11 | 0 | 5 | 8 | 65 |
| Marginal likelihood calculation for the Gelfand–Dey and Chib methods | 0 | 0 | 1 | 30 | 0 | 4 | 7 | 180 |
| Total Journal Articles | 0 | 1 | 2 | 188 | 8 | 26 | 46 | 777 |
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