Details about Chun Liu

Access statistics for papers by Chun Liu.

Last updated 2009-10-15. Update your information in the RePEc Author Service.

Short-id: pli412

Working Papers

2008

1. Forecasting Realized Volatility: A Bayesian Model Averaging Approach
   Working Papers, University of Toronto, Department of Economics
   See also Journal Article in Journal of Applied Econometrics (2009)

2007

2. Are there Structural Breaks in Realized Volatility?
   Working Papers, University of Toronto, Department of Economics View citations
   See also Journal Article in Journal of Financial Econometrics (2008)

Journal Articles

2009

1. Forecasting realized volatility: a Bayesian model-averaging approach
   Journal of Applied Econometrics, 2009, 24, (5), 709-733
   See also Working Paper (2008)

2008

2. Are There Structural Breaks in Realized Volatility?
   Journal of Financial Econometrics, 2008, 6, (3), 326-360 View citations
   See also Working Paper (2007)