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 | 4 | 12 | 563 |
| Forecasting Realized Volatility: A Bayesian Model Averaging Approach | 1 | 1 | 4 | 368 | 4 | 12 | 43 | 1,065 |
| Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market | 0 | 0 | 0 | 68 | 2 | 19 | 42 | 287 |
| Marginal likelihood calculation for gelfand-dey and Chib Method | 0 | 0 | 0 | 41 | 0 | 2 | 8 | 148 |
| The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes | 0 | 0 | 0 | 89 | 2 | 11 | 47 | 422 |
| Total Working Papers | 1 | 1 | 4 | 791 | 8 | 48 | 152 | 2,485 |
| 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 | 5 | 19 | 194 |
| Forecasting realized volatility: a Bayesian model-averaging approach | 1 | 1 | 2 | 92 | 2 | 3 | 20 | 346 |
| Intraday dynamics of volatility and duration: Evidence from Chinese stocks | 0 | 0 | 0 | 11 | 1 | 3 | 11 | 68 |
| Marginal likelihood calculation for the Gelfand–Dey and Chib methods | 0 | 0 | 1 | 30 | 0 | 3 | 10 | 183 |
| Total Journal Articles | 1 | 1 | 3 | 189 | 4 | 14 | 60 | 791 |
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