Chenxing Li
Personal Details
First Name: | Chenxing |
Middle Name: | |
Last Name: | Li |
Suffix: | |
RePEc Short-ID: | pli1378 |
[This author has chosen not to make the email address public] | |
Terminal Degree: | 2020 DeGroote School of Business; McMaster University (from RePEc Genealogy) |
Affiliation
Center for Economics, Finance and Management Studies (CEMFS)
Hunan University
Changsha, Chinahttp://cefms.hnu.edu.cn/
RePEc:edi:cehnucn (more details at EDIRC)
Research output
Jump to: Working papers ArticlesWorking papers
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023.
"Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?,"
MPRA Paper
118459, University Library of Munich, Germany.
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024. "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, vol. 67(PB).
- Li, Chenxing, 2022. "A multivariate GARCH model with an infinite hidden Markov mixture," MPRA Paper 112792, University Library of Munich, Germany.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022.
"An Infinite Hidden Markov Model with Stochastic Volatility,"
MPRA Paper
115456, University Library of Munich, Germany.
- Chenxing Li & John M. Maheu & Qiao Yang, 2024. "An infinite hidden Markov model with stochastic volatility," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
- Li, Chenxing & Maheu, John M, 2020. "A Multivariate GARCH-Jump Mixture Model," MPRA Paper 104770, University Library of Munich, Germany.
Articles
- Chenxing Li & John M. Maheu & Qiao Yang, 2024.
"An infinite hidden Markov model with stochastic volatility,"
Journal of Forecasting, John Wiley & Sons, Ltd., vol. 43(6), pages 2187-2211, September.
- Li, Chenxing & Maheu, John M & Yang, Qiao, 2022. "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper 115456, University Library of Munich, Germany.
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024.
"Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?,"
Finance Research Letters, Elsevier, vol. 67(PB).
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2023. "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," MPRA Paper 118459, University Library of Munich, Germany.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
- Li, Chenxing, 2022.
"A multivariate GARCH model with an infinite hidden Markov mixture,"
MPRA Paper
112792, University Library of Munich, Germany.
Cited by:
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022.
"Bayesian Forecasting in Economics and Finance: A Modern Review,"
Papers
2212.03471, arXiv.org, revised Jul 2023.
- Martin, Gael M. & Frazier, David T. & Maneesoonthorn, Worapree & Loaiza-Maya, Rubén & Huber, Florian & Koop, Gary & Maheu, John & Nibbering, Didier & Panagiotelis, Anastasios, 2024. "Bayesian forecasting in economics and finance: A modern review," International Journal of Forecasting, Elsevier, vol. 40(2), pages 811-839.
- Gael M. Martin & David T. Frazier & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2023. "Bayesian Forecasting in the 21st Century: A Modern Review," Monash Econometrics and Business Statistics Working Papers 1/23, Monash University, Department of Econometrics and Business Statistics.
- Gael M. Martin & David T. Frazier & Worapree Maneesoonthorn & Ruben Loaiza-Maya & Florian Huber & Gary Koop & John Maheu & Didier Nibbering & Anastasios Panagiotelis, 2022.
"Bayesian Forecasting in Economics and Finance: A Modern Review,"
Papers
2212.03471, arXiv.org, revised Jul 2023.
Articles
-
Sorry, no citations of articles recorded.
More information
Research fields, statistics, top rankings, if available.Statistics
Access and download statistics for all items
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.- NEP-ETS: Econometric Time Series (4) 2021-01-25 2022-05-16 2023-01-02 2023-10-23. Author is listed
- NEP-ECM: Econometrics (3) 2021-01-25 2022-05-16 2023-01-02. Author is listed
- NEP-RMG: Risk Management (3) 2021-01-25 2023-01-02 2023-10-23. Author is listed
- NEP-ORE: Operations Research (2) 2021-01-25 2022-05-16. Author is listed
- NEP-SEA: South East Asia (1) 2023-01-02. Author is listed
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. For general information on how to correct material on RePEc, see these instructions.
To update listings or check citations waiting for approval, Chenxing Li should log into the RePEc Author Service.
To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.
To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.
Please note that most corrections can take a couple of weeks to filter through the various RePEc services.