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Intraday Dynamics of Volatilit...
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Maheu, John M.
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Liu, Chun
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of applied econometrics
3
Journal of econometrics
3
Reliability engineering & system safety
2
Survey review
2
Applied financial economics
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China finance review international
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Economics letters
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GAK : Gummi, Fasern, Kunststoffe ; Fachmagazin für die Polymerindustrie
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Information & management : the internat. journal of management processes and systems ; journal of IFIP Users Group
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Journal of air transport management
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Metall : Fachzeitschrift für Metallurgie ; Technik, Wissenschaft, Wirtschaft
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Pacific-Basin finance journal
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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OLC EcoSci
ECONIS (ZBW)
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EconStor
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Forecasting realized volatility: a Bayesian model-averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-734
Persistent link: https://www.econbiz.de/10008275186
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2
Intraday dynamics of volatility and duration: Evidence from Chinese stocks
Liu, Chun
;
Maheu, John M.
- In:
Pacific-Basin finance journal
20
(
2012
)
3
,
pp. 329-349
Persistent link: https://www.econbiz.de/10009838602
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3
Forecasting realized volatility: a Bayesian model‐averaging approach
Liu, Chun
;
Maheu, John M.
- In:
Journal of applied econometrics
24
(
2009
)
5
,
pp. 709-734
Persistent link: https://www.econbiz.de/10008847114
Saved in:
4
Marginal likelihood calculation for the Gelfand–Dey and Chib methods
Liu, Chun
;
Liu, Qing
- In:
Economics letters
115
(
2012
)
2
,
pp. 200-204
Persistent link: https://www.econbiz.de/10009848452
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5
RTK GPS based sea piling engineering: mathematical model and its application
Liu, Chun
;
Yao, Lianbi
- In:
Survey review
39
(
2007
)
305
,
pp. 193-202
Persistent link: https://www.econbiz.de/10007760100
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6
Capital province, political objectives and the post-IPO policy burden
Sun, Liang
;
Liu, Chun
- In:
China finance review international
2
(
2012
)
2
,
pp. 121-142
Persistent link: https://www.econbiz.de/10010081853
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7
Extraction of Urban 3D Features from Lidar Data Fused with Aerial Images Using an Improved Mean Shift Algorithm
Liu, Chun
;
Wu, Hangbin
;
Zhang, Yunling
- In:
Survey review
43
(
2011
)
322
,
pp. 402-415
Persistent link: https://www.econbiz.de/10009329989
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8
News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns
Maheu, John M.
;
Mccurdy, Thomas H.
- In:
The journal of finance : the journal of the American …
59
(
2004
)
2
,
pp. 755-794
Persistent link: https://www.econbiz.de/10006551775
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9
NONLINEAR FEATURES OF REALIZED FX VOLATILITY
Maheu, John M.
;
Mccurdy, Thomas H.
- In:
The review of economics and statistics
84
(
2002
)
4
,
pp. 668-681
Persistent link: https://www.econbiz.de/10006372782
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10
The 2001 JBES Invited Paper - Conditional Jump Dynamics in Stock Market Returns
Chan, Wing H.
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10008216265
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