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 0 8 529
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 344 1 3 14 1,068
Total Working Papers 0 0 0 344 1 3 22 1,597

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 4 18 102 5,799 14 57 286 10,959
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 7 14 3 8 29 60
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 1 2 3 27 1 6 21 183
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 1 42 1 1 7 192
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 0 1 21 835
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 1 46 1 1 3 148
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 0 4 64
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 1 2 12 3 5 14 69
Market volatility and the demand for hedging in stock index futures 0 0 0 1 0 1 2 13
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 0 3 0 0 4 33
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 30 0 0 2 108
Risk evaluations with robust approximate factor models 0 0 0 5 1 2 5 31
Testing time reversibility without moment restrictions 0 0 2 88 0 1 5 317
The economic value of volatility timing using a range-based volatility model 0 0 0 36 0 0 2 126
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 6 0 0 2 37
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 0 0 44 0 1 9 227
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 1 8 617 2 3 20 1,377
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 2 1 2 6 24
Total Journal Articles 5 22 126 6,783 27 89 442 14,803

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Statistics updated 2020-11-03