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 0 0 42
A Threshold Stochastic Volatility Model with Realized Volatility 0 0 1 64 0 2 3 170
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 0 51 0 0 1 131
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 0 1 135 0 0 5 431
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 0 0 1 184
Canadian Stock Market Volatility under COVID-19 0 0 0 89 0 0 0 155
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 0 41 1 1 1 69
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 118 0 0 1 295
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 66 0 0 1 223
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 1 67 0 1 3 213
Is Volatility Clustering of Asset Returns Asymmetric? 0 1 1 18 0 1 4 98
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 0 0 117
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 148 0 0 1 381
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 30 0 0 1 66
Random Matrix Application to Correlations Among Volatility of Assets 0 1 1 71 0 1 3 62
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 0 0 2 249 0 2 6 791
Total Working Papers 0 2 8 1,288 1 8 31 3,428

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 1 3 17
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 0 1 1 79
Canadian stock market volatility under COVID-19 0 0 0 11 0 0 3 30
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits 0 0 0 4 2 4 7 43
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 0 0 1 141
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 1 1 0 1 2 2
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 1 7 0 0 2 24
Is volatility clustering of asset returns asymmetric? 0 0 0 15 0 0 1 76
Modeling the leverage effect with copulas and realized volatility 0 0 0 58 0 2 2 174
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China 0 0 0 9 0 0 4 22
Modelling asset returns under price limits with mixture of truncated Gaussian distribution 0 0 0 3 0 0 2 13
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 3 0 0 1 19
Random matrix application to correlations amongst the volatility of assets 0 0 0 6 0 0 3 27
Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 3 0 0 0 39
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 0 0 4 73
“Good” and “bad” volatilities: a realized semivariance GARCH approach 0 0 1 1 1 1 6 6
Total Journal Articles 0 0 3 187 3 10 42 785

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Statistics updated 2025-07-04