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 0 63 0 0 1 167
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 0 51 0 0 0 130
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 0 0 134 1 2 6 428
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 0 0 0 183
Canadian Stock Market Volatility under COVID-19 0 0 1 89 0 0 3 155
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 0 41 0 0 0 68
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 1 1 118 0 1 2 295
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 66 0 0 0 222
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 0 66 0 0 1 210
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 0 17 1 1 2 95
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 1 5 381
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 30 0 1 1 66
Random Matrix Application to Correlations Among Volatility of Assets 0 0 0 70 0 0 0 59
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 1 2 5 249 1 2 6 787
Total Working Papers 1 3 7 1,283 3 8 27 3,405

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 1 2 0 0 1 14
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 0 0 0 78
Canadian stock market volatility under COVID-19 0 0 0 11 0 1 2 28
Combining a self-exciting point process with the truncated generalized Pareto distribution: An extreme risk analysis under price limits 0 0 0 4 0 1 3 37
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 31 0 1 4 141
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 3 6 1 1 4 23
Is volatility clustering of asset returns asymmetric? 0 0 2 15 0 0 2 75
Modeling the leverage effect with copulas and realized volatility 0 0 0 58 0 0 0 172
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China 0 0 2 9 0 2 5 21
Modelling asset returns under price limits with mixture of truncated Gaussian distribution 0 0 0 3 0 1 3 12
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 3 0 1 1 19
Random matrix application to correlations amongst the volatility of assets 0 0 1 6 0 1 2 25
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 1 2 2 71
“Good” and “bad” volatilities: a realized semivariance GARCH approach 1 1 1 1 4 4 4 4
Total Journal Articles 1 1 11 185 6 15 33 759

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Statistics updated 2024-12-04