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 1 8 50
A Threshold Stochastic Volatility Model with Realized Volatility 0 0 0 64 1 1 9 179
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 0 51 1 4 11 142
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 2 4 139 0 4 15 446
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 0 1 8 192
Canadian Stock Market Volatility under COVID-19 0 0 0 89 1 5 18 173
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 0 41 1 1 4 72
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 119 2 6 12 307
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 66 0 4 11 234
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 0 67 1 6 17 230
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 19 2 10 29 127
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 1 149 0 4 19 400
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 2 10 127
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 30 5 14 53 119
Random Matrix Application to Correlations Among Volatility of Assets 0 0 0 71 0 5 15 77
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 0 0 2 251 0 5 19 810
Total Working Papers 0 2 9 1,297 15 73 258 3,685

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 2 7 24
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 0 4 14 93
Canadian stock market volatility under COVID-19 0 0 0 11 2 5 11 41
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits 0 2 2 6 2 7 22 63
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 1 6 13 154
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 0 1 2 1 2 9 11
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 2 9 0 1 6 30
Is volatility clustering of asset returns asymmetric? 0 0 0 15 0 1 26 102
Modeling the leverage effect with copulas and realized volatility 0 0 2 60 1 3 12 186
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China 0 4 5 14 1 8 17 39
Modelling asset returns under price limits with mixture of truncated Gaussian distribution 0 0 0 3 2 6 11 24
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 3 0 8 28 47
Random matrix application to correlations amongst the volatility of assets 0 0 0 6 0 4 16 43
Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 3 0 0 2 41
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 17 1 5 10 83
“Good” and “bad” volatilities: a realized semivariance GARCH approach 0 0 4 5 1 10 23 28
Total Journal Articles 0 6 16 203 12 72 227 1,009

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Statistics updated 2026-06-04