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Details about Liyuan Chen

E-mail:
Workplace:Department of Economics and Related Studies, University of York, (more information at EDIRC)

Access statistics for papers by Liyuan Chen.

Last updated 2018-06-18. Update your information in the RePEc Author Service.

Short-id: pch1751

Working Papers

2019

  1. Stochastic volatility, jumps and leverage in energy and stock markets: evidence from high frequency data
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (3)

2018

  1. Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications
    Boston College Working Papers in Economics, Boston College Department of Economics Downloads View citations (5)
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