Access Statistics for Ray Yeutien Chou

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Determinants of U.S. commercial bank performance: regulatory and econometric issues 0 0 0 0 0 0 0 539
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 1 351 2 2 7 1,092
Total Working Papers 0 0 1 351 2 2 7 1,631

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
ARCH modeling in finance: A review of the theory and empirical evidence 2 11 53 6,114 4 18 113 11,691
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 1 29 0 0 6 116
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 2 41 0 1 8 247
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 0 13 0 1 9 79
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 3 55 0 1 7 230
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 1 3 25 960
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 0 2 155
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 0 0 75
Macroeconomic forecasting using approximate factor models with outliers 0 1 1 8 0 2 4 35
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 2 4 19 44 2 5 26 148
Market volatility and the demand for hedging in stock index futures 0 0 4 11 0 1 7 30
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 0 4 0 0 1 43
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 0 0 1 113
Risk evaluations with robust approximate factor models 0 0 0 5 0 0 1 36
Testing time reversibility without moment restrictions 0 0 1 95 0 0 2 336
The economic value of volatility timing using a range-based volatility model 0 0 0 41 0 0 3 147
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 0 0 1 40
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 1 9 59 0 2 15 284
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 3 632 0 2 12 1,431
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 0 0 1 92
Total Journal Articles 4 17 96 7,254 7 36 244 16,288

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Modeling the Asymmetry of Stock Movements Using Price Ranges 0 0 0 1 1 1 4 5
Total Chapters 0 0 0 1 1 1 4 5

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Statistics updated 2025-03-03