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 | 2 | 2 | 11 | 565 |
| Forecasting Realized Volatility: A Bayesian Model Averaging Approach | 2 | 2 | 5 | 370 | 31 | 33 | 74 | 1,098 |
| Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market | 0 | 0 | 0 | 68 | 0 | 3 | 45 | 290 |
| Marginal likelihood calculation for gelfand-dey and Chib Method | 0 | 0 | 0 | 41 | 0 | 1 | 9 | 149 |
| The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes | 0 | 1 | 1 | 90 | 9 | 13 | 55 | 435 |
| Total Working Papers | 2 | 3 | 6 | 794 | 42 | 52 | 194 | 2,537 |
| 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 | 1 | 2 | 20 | 196 |
| Forecasting realized volatility: a Bayesian model-averaging approach | 1 | 2 | 4 | 94 | 2 | 5 | 22 | 351 |
| Intraday dynamics of volatility and duration: Evidence from Chinese stocks | 0 | 0 | 0 | 11 | 0 | 1 | 11 | 69 |
| Marginal likelihood calculation for the Gelfand–Dey and Chib methods | 0 | 0 | 0 | 30 | 0 | 0 | 8 | 183 |
| Total Journal Articles | 1 | 2 | 4 | 191 | 3 | 8 | 61 | 799 |
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