Access Statistics for Xu, Dinghai

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
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
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


Statistics updated 2019-06-03