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
Cointegration of International Stock Market Indices 6 15 62 282 14 45 140 1,702
Determinants of U.S. commercial bank performance: regulatory and econometric issues 0 0 0 0 1 2 14 523
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 1 344 0 2 15 1,056
Total Working Papers 6 15 63 626 15 49 169 3,281

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 9 23 94 5,720 28 66 280 10,739
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 7 7 1 3 34 34
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 1 1 5 25 2 2 18 164
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 1 41 1 4 10 189
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 3 7 20 821
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 45 0 0 0 145
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 2 3 62
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 0 0 10 0 3 5 58
Market volatility and the demand for hedging in stock index futures 0 0 1 1 0 0 3 11
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 2 3 0 3 13 32
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 30 1 1 7 107
Risk evaluations with robust approximate factor models 0 0 0 5 2 3 13 29
Testing time reversibility without moment restrictions 0 0 0 86 0 2 7 314
The economic value of volatility timing using a range-based volatility model 0 0 1 36 1 1 4 125
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 6 0 1 6 36
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 0 2 44 1 3 13 221
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 1 3 11 612 3 8 28 1,365
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 2 1 1 7 19
Total Journal Articles 11 27 124 6,684 44 110 471 14,471

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Statistics updated 2020-02-04