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 18 45 120 775 24 72 184 1,193
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 3 11 57 254 6 27 123 554
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 1 6 65 1 3 26 174
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 8 83 2 4 22 213
Evaluating Density Forecasts 1 3 9 172 2 5 23 449
Evaluating Density Forecasts 4 18 57 289 9 34 114 962
Evaluating Density Forecasts 0 3 8 58 0 5 16 272
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 3 9 232 2 6 25 1,085
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 2 12 573
Evaluating density forecasts 0 2 11 213 0 6 26 701
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 2 6 24 208 3 12 56 661
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 3 8 81 0 3 26 269
Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts 1 6 19 104 2 10 67 342
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 1 5 110 1 3 19 329
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 2 2 11 188 5 8 38 1,030
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 1 7 18 203 3 12 58 611
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 1 11 31 71 4 19 75 224
Total Working Papers 33 122 401 3,106 65 231 910 9,642

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 8 26 113 1,350
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 1 1 3 7 2 3 13 44
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 4 14 40 113 8 27 102 347
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 4 8 28 169 5 13 54 449
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 1 3 6 22 1 5 25 82
Total Journal Articles 10 26 77 313 24 74 307 2,272

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Statistics updated 2009-11-04