Access Statistics for Xu, Dinghai

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Threshold Stochastic Volatility Model with Realized Volatility	0	0	1	62	0	1	9	153
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study	0	0	1	51	0	1	4	120
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility	0	0	0	127	0	0	2	384
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach"	0	0	0	66	0	0	3	166
Continuous Empirical Characteristic Function Estimation of GARCH Models	0	0	1	38	0	0	2	49
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters	0	0	0	115	0	2	2	281
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach	0	0	0	62	1	1	2	208
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study	0	0	3	63	0	0	4	191
Is Volatility Clustering of Asset Returns Asymmetric?	0	0	1	13	1	1	7	49
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	1	147	0	1	4	358
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data	0	0	0	38	0	0	1	106
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market	0	0	20	20	0	8	17	17
Random Matrix Application to Correlations Among Volatility of Assets	0	0	1	68	0	0	4	42
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey	2	4	8	220	4	13	36	697
Total Working Papers	2	4	37	1,090	6	28	97	2,821

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach	0	1	3	15	1	2	8	70
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters	0	0	1	27	0	2	4	124
GMM estimation of a realized stochastic volatility model: A Monte Carlo study	0	0	1	1	0	1	10	10
Is volatility clustering of asset returns asymmetric?	0	0	2	8	2	2	8	49
Modeling the leverage effect with copulas and realized volatility	0	0	0	57	0	0	0	153
Random matrix application to correlations amongst the volatility of assets	0	0	1	3	0	1	3	8
Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach	0	0	0	3	0	1	1	30
Stochastic volatility model under a discrete mixture-of-normal specification	0	0	0	16	0	1	1	54
Total Journal Articles	0	1	8	130	3	10	35	498

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Statistics updated 2019-06-03