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 0 5 7 49
A Threshold Stochastic Volatility Model with Realized Volatility 0 0 0 64 1 4 10 178
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 0 51 1 6 7 138
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 1 2 2 137 2 9 12 442
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 2 4 7 191
Canadian Stock Market Volatility under COVID-19 0 0 0 89 3 11 13 168
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 0 41 0 2 3 71
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 119 0 4 6 301
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 66 0 4 7 230
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 1 67 0 4 14 224
Is Volatility Clustering of Asset Returns Asymmetric? 1 1 2 19 3 15 21 117
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 2 5 8 125
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 3 10 15 396
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 30 11 32 39 105
Random Matrix Application to Correlations Among Volatility of Assets 0 0 1 71 0 8 12 72
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 0 0 2 251 2 7 17 805
Total Working Papers 2 3 10 1,295 30 130 198 3,612

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 0 3 6 22
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 1 8 11 89
Canadian stock market volatility under COVID-19 0 0 0 11 1 6 6 36
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits 0 0 0 4 2 7 17 56
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 2 5 7 148
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 2 2 0 4 9 9
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 2 9 0 3 5 29
Is volatility clustering of asset returns asymmetric? 0 0 0 15 1 20 26 101
Modeling the leverage effect with copulas and realized volatility 0 1 2 60 0 7 11 183
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China 0 0 1 10 0 3 9 31
Modelling asset returns under price limits with mixture of truncated Gaussian distribution 0 0 0 3 2 4 5 18
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 3 6 15 20 39
Random matrix application to correlations amongst the volatility of assets 0 0 0 6 1 5 12 39
Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 3 0 2 2 41
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 0 2 7 78
“Good” and “bad” volatilities: a realized semivariance GARCH approach 0 2 4 5 4 8 14 18
Total Journal Articles 0 3 11 197 20 102 167 937

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Statistics updated 2026-03-04