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 1 2 1,181 1 3 7 2,121
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 0 0 2 969
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 2 2 2 103 3 4 5 297
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 0 0 0 294
Evaluating Density Forecasts 0 0 0 69 1 2 3 369
Evaluating Density Forecasts 0 0 0 383 0 1 3 1,288
Evaluating Density Forecasts 0 0 0 189 1 2 3 543
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 2 271 0 3 13 1,259
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 0 1 651
Evaluating density forecasts 0 0 0 257 0 1 3 855
Financial Variables as Predictors of Real Output Growth 0 0 0 21 0 0 1 84
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 0 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 0 198 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 1 1 1 380
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 0 1 742
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 0 1 1 224
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 0 0 1 109
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 1 175 0 0 3 481
Total Working Papers 2 3 7 3,998 7 19 49 12,253

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 1 3 22 2,039
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 0 3 680
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 1 50 2 2 3 191
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 0 1 129 0 0 6 292
Total Journal Articles 0 0 3 607 3 5 34 3,807

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Statistics updated 2025-05-12