Access Statistics for Anthony S Tay

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
Density Forecasting: A Survey 0 0 1 1,180 1 1 7 2,119
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 422 0 1 3 969
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 0 101 1 1 2 294
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 0 0 0 294
Evaluating Density Forecasts 0 0 0 189 1 2 2 542
Evaluating Density Forecasts 0 0 0 69 0 0 1 367
Evaluating Density Forecasts 0 0 0 383 1 1 3 1,288
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 0 2 651
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 2 271 0 0 11 1,256
Evaluating density forecasts 0 0 0 257 1 2 3 855
Financial Variables as Predictors of Real Output Growth 0 0 0 21 0 1 1 84
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 1 1 1 361
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 42 0 0 0 106
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 1 1 742
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 0 0 0 1,120
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 0 0 0 379
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 0 0 1 109
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 1 1 1 224
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 1 175 0 0 3 481
Total Working Papers 0 0 5 3,995 7 12 42 12,241

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Evaluating Density Forecasts with Applications to Financial Risk Management 0 0 0 2 2 8 27 2,038
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 0 0 16 0 0 0 99
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 0 0 0 506
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 1 255 0 2 3 680
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 1 50 0 0 1 189
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 0 1 129 0 2 6 292
Total Journal Articles 0 0 3 607 2 12 37 3,804

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Statistics updated 2025-03-03