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Information about:
Chun Liu

Personal Details | Affiliation | Works

This is information that was supplied by Chun Liu in registering through RePEc. If you are Chun Liu , you may change this information at RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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Personal Details

First Name: Chun
Middle Name:
Last Name: Liu
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RePEc Short-ID: pli412

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Homepage:
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Affiliation

(in no particular order)

School of Economics and Management
Tsinghua University
Location: Beijing, China
Homepage: http://www.sem.tsinghua.edu.cn/
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Handle: RePEc:edi:setsicn (registered authors at this institution)

Works

| Working papers | Articles | Access and download statistics | Citations (if any)| NEP Fields |
Download all references for this author: available formats: HTML (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

Working papers

Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics. [Downloadable!]
Published as:
- Chun Liu & John M. Maheu, 2009. "Forecasting realized volatility: a Bayesian model-averaging approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 709-733. [Downloadable!]
Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics. [Downloadable!]
Published as:
- Chun Liu & John M. Maheu, 2008. "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 326-360, Summer. [Downloadable!] (restricted)

Articles

Chun Liu & John M. Maheu, 2009. "Forecasting realized volatility: a Bayesian model-averaging approach," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 24(5), pages 709-733. [Downloadable!]
Other versions:
- Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics. [Downloadable!]
Chun Liu & John M. Maheu, 2008. "Are There Structural Breaks in Realized Volatility?," Journal of Financial Econometrics, Oxford University Press, vol. 6(3), pages 326-360, Summer. [Downloadable!] (restricted)
Other versions:
- Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics. [Downloadable!]

NEP Fields

2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):

NEP-CBA: Central Banking (1) 2008-04-15 Author is listed
NEP-ECM: Econometrics (2) 2008-01-05 2008-04-15 Author is listed
NEP-ETS: Econometric Time Series (2) 2008-01-05 2008-04-15 Author is listed
NEP-FMK: Financial Markets (1) 2008-01-05 Author is listed
NEP-FOR: Forecasting (1) 2008-04-15 Author is listed
NEP-MST: Market Microstructure (2) 2008-01-05 2008-04-15 Author is listed
NEP-RMG: Risk Management (1) 2008-04-15 Author is listed

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This page was last updated on 2009-11-4.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.