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 1 1 2 44
A Threshold Stochastic Volatility Model with Realized Volatility 0 0 1 64 1 3 7 174
An Efficient Estimation for Switching Regression Models: A Monte Carlo Study 0 0 0 51 1 1 2 132
An Empirical Characteristic Function Approach to VaR under a Mixture of Normal Distribution with Time-Varying Volatility 0 0 1 135 1 1 5 433
Asymmetric Stochastic Conditional Duration Model --A Mixture of Normals Approach" 0 0 0 69 1 1 4 187
Canadian Stock Market Volatility under COVID-19 0 0 0 89 1 1 2 157
Continuous Empirical Characteristic Function Estimation of GARCH Models 0 0 0 41 0 0 1 69
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 1 1 119 1 2 2 297
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach 0 0 0 66 1 2 4 226
GMM Estimation of a Stochastic Volatility Model with Realized Volatility: A Monte Carlo Study 0 0 1 67 2 7 10 220
Is Volatility Clustering of Asset Returns Asymmetric? 0 0 1 18 2 3 7 102
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 0 0 38 1 3 3 120
Modeling Asymmetric Volatility Clusters Using Copulas and High Frequency Data 0 1 1 149 2 5 5 386
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 30 5 5 7 73
Random Matrix Application to Correlations Among Volatility of Assets 0 0 1 71 1 1 5 64
The Applications of Mixtures of Normal Distributions in Empirical Finance: A Selected Survey 1 1 2 251 3 5 11 798
Total Working Papers 1 3 9 1,292 24 41 77 3,482

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 5 19
Asymmetric Stochastic Conditional Duration Model--A Mixture-of-Normal Approach 0 0 0 16 1 2 3 81
Canadian stock market volatility under COVID-19 0 0 0 11 0 0 2 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 5 12 49
Continuous Empirical Characteristic Function Estimation of Mixtures of Normal Parameters 0 0 0 31 1 1 2 143
Extreme comovements and downside/upside risk spillovers between oil prices and exchange rates 0 1 2 2 0 3 5 5
GMM estimation of a realized stochastic volatility model: A Monte Carlo study 0 0 3 9 0 0 3 26
Is volatility clustering of asset returns asymmetric? 0 0 0 15 3 5 6 81
Modeling the leverage effect with copulas and realized volatility 0 1 1 59 0 1 4 176
Modelling asset returns in the presence of price limits with Markov-switching mixture of truncated normal GARCH distribution: evidence from China 1 1 1 10 2 4 7 28
Modelling asset returns under price limits with mixture of truncated Gaussian distribution 0 0 0 3 0 0 2 14
Modelling the spreading process of extreme risks via a simple agent-based model: Evidence from the China stock market 0 0 0 3 2 3 5 24
Random matrix application to correlations amongst the volatility of assets 0 0 0 6 4 6 9 34
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 5 76
“Good” and “bad” volatilities: a realized semivariance GARCH approach 1 1 2 3 3 3 6 10
Total Journal Articles 2 4 9 194 19 36 76 835

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Statistics updated 2025-12-06