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 Threshold Stochastic Volatility Model with Realized Volatility 0 0 1 62 0 1 7 154
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 1 51 0 0 3 120
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 0 0 127 1 1 2 385
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 66 0 0 2 166
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 1 38 0 0 2 49
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 115 0 0 2 281
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 62 1 1 3 209
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 1 63 1 1 3 192
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 13 4 5 12 54
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 147 0 0 3 358
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 0 0 1 106
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 3 23 23 4 10 27 27
Random Matrix Application to Correlations Among Volatility of Assets 0 0 0 68 0 0 2 42
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 0 1 9 221 0 2 32 699
Total Working Papers 0 4 37 1,094 11 21 101 2,842

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 2 15 0 0 5 70
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 1 27 0 0 4 124
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 1 1 0 0 8 10
Is volatility clustering of asset returns asymmetric? 0 1 2 9 0 2 8 51
Modeling the leverage effect with copulas and realized volatility 0 0 0 57 0 0 0 153
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 2 2 2 2 5 5 5 5
Random matrix application to correlations amongst the volatility of assets 0 0 0 3 0 1 3 9
Select Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 3 1 2 3 32
Stochastic volatility model under a discrete mixture-of-normal specification 0 0 0 16 0 0 1 54
Total Journal Articles 2 3 8 133 6 10 37 508

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Statistics updated 2019-09-09