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 1 1 1 540
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 1 2 4 1,094
Total Working Papers 0 0 0 351 2 3 5 1,634

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 9 37 6,140 27 50 112 11,785
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 2 3 4 120
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 5 5 11 257
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 1 14 3 3 8 86
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 0 0 4 233
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 6 11 22 979
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 3 4 159
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 2 2 2 77
Macroeconomic forecasting using approximate factor models with outliers 0 1 2 9 1 4 8 41
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 2 10 50 0 5 14 157
Market volatility and the demand for hedging in stock index futures 0 0 2 13 1 1 7 36
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 0 4 1 1 5 48
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 1 4 5 118
Risk evaluations with robust approximate factor models 0 0 0 5 0 0 1 37
Testing time reversibility without moment restrictions 0 0 2 97 1 1 4 340
The economic value of volatility timing using a range-based volatility model 0 0 1 42 0 1 3 150
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 1 1 2 42
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 0 5 63 0 3 12 294
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 1 633 2 4 9 1,438
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 2 4 6 98
Total Journal Articles 4 12 61 7,298 55 106 243 16,495

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

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Statistics updated 2025-12-06