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 Study on Volatility Spurious Almost Integration Effect: A Threshold Realized GARCH Approach 0 0 0 34 2 3 4 46
A Threshold Stochastic Volatility Model with Realized Volatility 0 0 1 64 1 4 8 175
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 0 51 4 5 6 136
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 1 1 2 136 3 4 7 436
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 0 1 4 187
Canadian Stock Market Volatility under COVID-19 0 0 0 89 0 1 2 157
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 0 41 2 2 3 71
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 1 1 119 0 2 2 297
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 66 0 2 4 226
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 1 67 2 9 12 222
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 18 5 8 11 107
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 1 1 149 5 10 10 391
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 3 4 121
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 30 1 6 8 74
Random Matrix Application to Correlations Among Volatility of Assets 0 0 1 71 1 2 6 65
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 0 1 2 251 3 6 14 801
Total Working Papers 1 4 10 1,293 30 68 105 3,512

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A study on volatility spurious almost integration effect: A threshold realized GARCH approach 0 0 0 2 2 3 7 21
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 2 4 5 83
Canadian stock market volatility under COVID-19 0 0 0 11 2 2 4 32
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits 0 0 0 4 0 5 12 49
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 1 2 3 144
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 2 2 0 2 5 5
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 3 9 2 2 5 28
Is volatility clustering of asset returns asymmetric? 0 0 0 15 10 14 16 91
Modeling the leverage effect with copulas and realized volatility 0 0 1 59 3 3 7 179
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China 0 1 1 10 2 5 9 30
Modelling asset returns under price limits with mixture of truncated Gaussian distribution 0 0 0 3 0 0 2 14
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 3 2 5 7 26
Random matrix application to correlations amongst the volatility of assets 0 0 0 6 0 6 9 34
Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 3 1 1 1 40
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 0 2 5 76
“Good” and “bad” volatilities: a realized semivariance GARCH approach 1 2 3 4 2 5 8 12
Total Journal Articles 1 3 10 195 29 61 105 864

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Statistics updated 2026-01-09