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Chun Liu

Not to be confused with: Chun Chu Liu

Personal Details

First Name:Chun
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli412
Terminal Degree:2007 Department of Economics; University of Toronto (from RePEc Genealogy)

Affiliation

School of Economics and Management
Tsinghua University

Beijing, China
http://www.sem.tsinghua.edu.cn/
RePEc:edi:setsicn (more details at EDIRC)

Research output

as
Jump to: Working papers Articles

Working papers

  1. Zhuo Chen & Zhiguo He & Chun Liu, 2017. "The Financing of Local Government in China: Stimulus Loan Wanes and Shadow Banking Waxes," NBER Working Papers 23598, National Bureau of Economic Research, Inc.
  2. Liu, Chun, 2010. "Marginal likelihood calculation for gelfand-dey and Chib Method," MPRA Paper 34928, University Library of Munich, Germany.
  3. Chun Liu & John M Maheu, 2010. "Intraday Dynamics of Volatility and Duration: Evidence from the Chinese Stock Market," Working Papers tecipa-401, University of Toronto, Department of Economics.
  4. Chun Liu & John M Maheu, 2008. "Forecasting Realized Volatility: A Bayesian Model Averaging Approach," Working Papers tecipa-313, University of Toronto, Department of Economics.
  5. Chun Liu & John M Maheu, 2007. "Are there Structural Breaks in Realized Volatility?," Working Papers tecipa-304, University of Toronto, Department of Economics.

Articles

  1. Liu, Chun & Liu, Qing, 2012. "Marginal likelihood calculation for the Gelfand–Dey and Chib methods," Economics Letters, Elsevier, vol. 115(2), pages 200-203.
  2. Liu, Chun & Maheu, John M., 2012. "Intraday dynamics of volatility and duration: Evidence from Chinese stocks," Pacific-Basin Finance Journal, Elsevier, vol. 20(3), pages 329-348.
  3. 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.
  4. 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.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2008-01-05 2008-04-15 2010-04-17
  2. NEP-MST: Market Microstructure (3) 2008-01-05 2008-04-15 2010-04-17
  3. NEP-ECM: Econometrics (2) 2008-01-05 2008-04-15
  4. NEP-TRA: Transition Economics (2) 2010-04-17 2017-07-30
  5. NEP-BAN: Banking (1) 2017-07-30
  6. NEP-CBA: Central Banking (1) 2008-04-15
  7. NEP-CNA: China (1) 2017-07-30
  8. NEP-FMK: Financial Markets (1) 2008-01-05
  9. NEP-FOR: Forecasting (1) 2008-04-15
  10. NEP-RMG: Risk Management (1) 2008-04-15

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