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 0 351 0 0 5 1,092
Total Working Papers 0 0 0 351 0 0 5 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 1 4 36 6,132 9 23 86 11,744
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 0 0 3 117
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 1 41 0 2 8 252
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 1 14 0 0 6 83
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 0 2 6 233
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 3 5 21 971
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 1 2 3 157
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 1 1 2 9 1 2 6 38
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 1 15 48 2 3 19 154
Market volatility and the demand for hedging in stock index futures 0 1 2 13 0 2 6 35
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 0 4 0 3 4 47
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 0 0 2 114
Risk evaluations with robust approximate factor models 0 0 0 5 0 1 1 37
Testing time reversibility without moment restrictions 0 0 2 97 0 0 3 339
The economic value of volatility timing using a range-based volatility model 0 0 1 42 0 1 3 149
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 0 1 1 41
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 1 5 63 0 4 10 291
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 1 1 633 1 4 7 1,435
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 0 1 3 94
Total Journal Articles 2 9 66 7,288 17 56 198 16,406

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 4 6
Total Chapters 0 0 1 2 0 0 4 6

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Statistics updated 2025-10-06