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 0 539
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 1 351 0 0 6 1,092
Total Working Papers 0 0 1 351 0 0 6 1,631

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 2 14 50 6,128 3 24 100 11,715
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 1 29 0 0 5 116
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 1 41 0 1 5 248
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 1 1 14 1 3 7 82
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 2 55 1 1 6 231
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 0 4 22 964
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 0 2 155
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 0 0 75
Macroeconomic forecasting using approximate factor models with outliers 0 0 1 8 0 1 5 36
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 1 3 17 47 1 3 22 151
Market volatility and the demand for hedging in stock index futures 1 1 3 12 1 3 6 33
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 0 4 0 0 1 43
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 0 1 2 114
Risk evaluations with robust approximate factor models 0 0 0 5 0 0 1 36
Testing time reversibility without moment restrictions 1 2 3 97 2 3 5 339
The economic value of volatility timing using a range-based volatility model 0 1 1 42 0 1 2 148
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 0 0 0 40
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 1 3 9 62 1 3 13 287
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 2 632 0 0 7 1,431
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 0 1 2 93
Total Journal Articles 6 25 91 7,279 10 49 213 16,337

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 1 1 2 0 1 5 6
Total Chapters 0 1 1 2 0 1 5 6

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Statistics updated 2025-06-06