Chenxing Li
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Identifer
Contact
Affiliations
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Hunan University
/ Center for Economics, Finance and Management Studies (CEMFS)
Research profile
author of:
- Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? (RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324008547)
by Li, Chenxing & Zhang, Zehua & Zhao, Ran - A Multivariate GARCH-Jump Mixture Model (RePEc:pra:mprapa:104770)
by Li, Chenxing & Maheu, John M - A multivariate GARCH model with an infinite hidden Markov mixture (RePEc:pra:mprapa:112792)
by Li, Chenxing - An Infinite Hidden Markov Model with Stochastic Volatility (RePEc:pra:mprapa:115456)
by Li, Chenxing & Maheu, John M & Yang, Qiao - Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model? (RePEc:pra:mprapa:118459)
by Li, Chenxing & Zhang, Zehua & Zhao, Ran - An infinite hidden Markov model with stochastic volatility (RePEc:wly:jforec:v:43:y:2024:i:6:p:2187-2211)
by Chenxing Li & John M. Maheu & Qiao Yang