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 2 5 6 545
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 3 14 16 1,108
Total Working Papers 0 0 0 351 5 19 22 1,653

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 5 13 39 6,153 9 43 137 11,828
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 1 5 9 125
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 0 11 21 268
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 1 14 1 7 14 93
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 0 1 4 234
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 2 5 24 984
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 4 8 163
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 1 2 4 79
Macroeconomic forecasting using approximate factor models with outliers 0 0 1 9 0 6 12 47
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 2 8 52 4 7 16 164
Market volatility and the demand for hedging in stock index futures 0 0 2 13 0 5 11 41
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 1 1 5 0 3 8 51
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 0 4 9 122
Risk evaluations with robust approximate factor models 0 0 0 5 1 3 4 40
Testing time reversibility without moment restrictions 0 0 2 97 1 4 8 344
The economic value of volatility timing using a range-based volatility model 0 0 1 42 5 13 16 163
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 0 2 4 44
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 1 5 64 3 8 18 302
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 1 633 1 4 11 1,442
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 2 7 13 105
Total Journal Articles 5 17 61 7,315 31 144 351 16,639

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 1 1 2 3 1 1 2 7
Total Chapters 1 1 2 3 1 1 2 7

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Statistics updated 2026-03-04