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 2 8 547
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 0 0 18 1,110
Total Working Papers 0 0 0 351 0 2 26 1,657

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 1 14 41 6,169 5 37 148 11,869
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 0 7 16 133
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 2 8 30 280
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 0 14 1 6 18 101
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 0 7 10 241
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 6 13 32 998
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 0 8 163
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 0 5 80
Macroeconomic forecasting using approximate factor models with outliers 0 0 1 9 0 0 12 48
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 0 5 52 0 2 17 168
Market volatility and the demand for hedging in stock index futures 0 0 1 13 1 1 10 43
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 1 5 0 2 9 53
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 1 5 14 128
Risk evaluations with robust approximate factor models 0 0 0 5 0 0 5 41
Testing time reversibility without moment restrictions 0 1 1 98 0 3 8 347
The economic value of volatility timing using a range-based volatility model 0 0 0 42 0 4 19 167
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 0 3 7 47
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 1 1 3 65 2 4 19 306
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 1 633 0 1 12 1,443
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 1 6 19 112
Total Journal Articles 2 16 54 7,333 19 109 418 16,768

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 1 3 0 4 6 12
Total Chapters 0 0 1 3 0 4 6 12

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Statistics updated 2026-07-10