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 2 10 549
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 1 2 28 1,659

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 3 40 6,172 6 16 141 11,885
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 1 1 1 30 1 2 18 135
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 2 3 31 283
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 1 1 1 15 1 1 19 102
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 0 0 8 241
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 1 1 1 2 2 17 44 1,015
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 2 8 165
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 0 9 0 0 10 48
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 1 5 53 3 5 19 173
Market volatility and the demand for hedging in stock index futures 0 0 0 13 1 2 10 45
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 1 5 0 1 7 54
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 1 2 16 130
Risk evaluations with robust approximate factor models 0 0 0 5 0 5 9 46
Testing time reversibility without moment restrictions 0 0 1 98 0 1 9 348
The economic value of volatility timing using a range-based volatility model 0 1 1 43 3 4 22 171
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 0 1 7 48
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 2 3 5 68 4 6 21 312
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 0 633 1 2 10 1,445
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 0 0 18 112
Total Journal Articles 7 11 56 7,344 25 70 432 16,838

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 2 3 5 0 5 11 17
Total Chapters 0 2 3 5 0 5 11 17

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Statistics updated 2026-10-11