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Details about Chun Liu

E-mail:
Workplace:School of Economics and Management, Tsinghua University, (more information at EDIRC)

Access statistics for papers by Chun Liu.

Last updated 2013-11-09. Update your information in the RePEc Author Service.

Short-id: pli412


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Working Papers

2017

  1. The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes
    NBER Working Papers, National Bureau of Economic Research, Inc Downloads View citations (24)

2010

  1. Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market
    Working Papers, University of Toronto, Department of Economics Downloads
  2. Marginal likelihood calculation for gelfand-dey and Chib Method
    MPRA Paper, University Library of Munich, Germany Downloads
    See also Journal Article in Economics Letters (2012)

2008

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

2007

  1. Are there Structural Breaks in Realized Volatility?
    Working Papers, University of Toronto, Department of Economics Downloads View citations (7)
    See also Journal Article in Journal of Financial Econometrics (2008)

Journal Articles

2012

  1. Intraday dynamics of volatility and duration: Evidence from Chinese stocks
    Pacific-Basin Finance Journal, 2012, 20, (3), 329-348 Downloads View citations (7)
  2. Marginal likelihood calculation for the Gelfand–Dey and Chib methods
    Economics Letters, 2012, 115, (2), 200-203 Downloads View citations (1)
    See also Working Paper (2010)

2009

  1. Forecasting realized volatility: a Bayesian model-averaging approach
    Journal of Applied Econometrics, 2009, 24, (5), 709-733 Downloads View citations (35)
    See also Working Paper (2008)

2008

  1. Are There Structural Breaks in Realized Volatility?
    Journal of Financial Econometrics, 2008, 6, (3), 326-360 Downloads View citations (55)
    See also Working Paper (2007)
 
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