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 2 2 4 170
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 1 6 431
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 0 0 0 68
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 1 1 67 1 3 3 213
Is Volatility Clustering of Asset Returns Asymmetric? 0 1 1 18 0 2 4 98
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 148 0 0 2 381
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 0 0 117
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 1 1 1 71 1 2 3 62
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 0 0 2 249 1 3 6 791
Total Working Papers 1 3 8 1,288 5 13 33 3,427

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 1 1 3 17
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 1 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 1 2 6 41
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 1 1 1 0 2 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 1 15 0 1 2 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 1 9 0 0 5 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 2 4 73
“Good” and “bad” volatilities: a realized semivariance GARCH approach 0 0 1 1 0 1 5 5
Total Journal Articles 0 1 5 187 3 12 42 782

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-06-06