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 4 543
Measuring Risk Aversion From Excess Returns on a Stock Index 0 0 0 351 5 12 15 1,105
Total Working Papers 0 0 0 351 7 16 19 1,648

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 3 12 36 6,148 19 61 132 11,819
Anchoring Effect on Macroeconomic Forecasts: A Heterogeneity Approach 0 0 0 29 1 6 8 124
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market 0 0 0 41 4 16 21 268
Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test 0 0 1 14 4 9 13 92
Explaining international stock correlations with CPI fluctuations and market volatility 0 0 0 55 1 1 4 234
Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model 0 0 0 1 1 9 23 982
Forecasting time-varying covariance with a range-based dynamic conditional correlation model 0 0 0 46 3 4 8 163
Interest rate risk propagation: Evidence from the credit crunch 0 0 0 10 1 3 3 78
Macroeconomic forecasting using approximate factor models with outliers 0 0 1 9 3 7 12 47
Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? 1 2 10 52 2 3 14 160
Market volatility and the demand for hedging in stock index futures 0 0 2 13 3 6 11 41
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model 0 1 1 5 1 4 8 51
Range-based multivariate volatility model with double smooth transition in conditional correlation 0 0 0 33 4 5 9 122
Risk evaluations with robust approximate factor models 0 0 0 5 1 2 3 39
Testing time reversibility without moment restrictions 0 0 2 97 3 4 7 343
The economic value of volatility timing using a range-based volatility model 0 0 1 42 6 8 11 158
The euro's impacts on the smooth transition dynamics of stock market volatilities 0 0 0 8 2 3 4 44
The sources of bank productivity growth in China during 2002–2009: A disaggregation view 1 1 5 64 5 5 15 299
Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch 0 0 1 633 3 5 10 1,441
es modéles ARCH en finance: un point sur la théorie et les résultats empiriques 0 0 0 5 4 7 11 103
Total Journal Articles 5 16 60 7,310 71 168 327 16,608

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

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Statistics updated 2026-02-12