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 2 4 8 547
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 0 5 18 1,110
Total Working Papers 0 0 0 351 2 9 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 9 16 38 6,164 18 31 138 11,850
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 4 6 14 130
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 4 8 28 276
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 0 14 3 6 17 98
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 7 7 11 241
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 1 4 22 986
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 0 0 8 163
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 0 2 5 80
Macroeconomic forecasting using approximate factor models with outliers 0 0 1 9 0 1 12 48
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 0 0 6 52 2 8 18 168
Market volatility and the demand for hedging in stock index futures 0 0 2 13 0 1 10 42
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 0 1 5 0 0 8 51
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 2 3 11 125
Risk evaluations with robust approximate factor models 0 0 0 5 0 2 5 41
Testing time reversibility without moment restrictions 1 1 2 98 3 4 10 347
The economic value of volatility timing using a range-based volatility model 0 0 0 42 3 8 18 166
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 3 3 7 47
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 0 0 3 64 1 4 17 303
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 1 633 1 2 12 1,443
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 5 8 18 111
Total Journal Articles 10 17 54 7,327 57 108 389 16,716

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 1 1 3 2 4 4 10
Total Chapters 0 1 1 3 2 4 4 10

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Statistics updated 2026-05-06