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
Cointegration of International Stock Market Indices 2 7 58 262 3 18 115 1,641
Determinants of U.S. commercial bank performance: regulatory and econometric issues 0 0 0 0 2 3 11 517
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 343 5 5 8 1,049
Total Working Papers 2 7 58 605 10 26 134 3,207

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 16 108 5,686 17 58 292 10,640
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 2 5 5 3 8 19 19
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 1 1 3 23 3 6 22 159
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 1 41 0 0 6 182
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 1 5 11 809
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 45 0 0 2 145
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 0 2 59
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 0 0 10 1 1 5 55
Market volatility and the demand for hedging in stock index futures 0 1 1 1 0 2 3 10
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 2 3 0 0 7 22
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 1 30 0 3 6 103
Risk evaluations with robust approximate factor models 0 0 1 5 0 4 10 24
Testing time reversibility without moment restrictions 0 0 2 86 0 2 4 309
The economic value of volatility timing using a range-based volatility model 0 1 2 36 0 1 6 124
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 6 2 2 4 32
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 1 1 2 44 3 5 13 217
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 1 8 607 5 9 20 1,353
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 2 1 2 4 15
Total Journal Articles 4 23 136 6,641 36 108 436 14,277

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Statistics updated 2019-09-09