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 8 547
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 0 0 26 1,657

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 0 5 39 6,169 5 24 146 11,874
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 0 3 16 133
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 1 5 29 281
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 0 14 0 3 18 101
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 0 0 9 241
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 5 17 36 1,003
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 1 1 8 164
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 1 9 0 0 11 48
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 1 1 5 53 2 2 18 170
Market volatility and the demand for hedging in stock index futures 0 0 0 13 1 2 10 44
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 1 5 1 3 7 54
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 0 3 14 128
Risk evaluations with robust approximate factor models 0 0 0 5 2 2 6 43
Testing time reversibility without moment restrictions 0 0 1 98 0 0 8 347
The economic value of volatility timing using a range-based volatility model 0 0 0 42 0 1 18 167
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 1 1 7 48
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 1 2 4 66 1 4 18 307
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 1 633 0 0 10 1,443
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 0 1 19 112
Total Journal Articles 2 8 52 7,335 20 72 413 16,788

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 1 1 2 4 2 4 8 14
Total Chapters 1 1 2 4 2 4 8 14

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Statistics updated 2026-08-07