Access Statistics for Anthony S Tay

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
Density Forecasting: A Survey 0 0 2 1,181 0 1 6 2,122
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 1 1 3 970
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 2 103 0 1 6 298
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 0 0 0 294
Evaluating Density Forecasts 0 0 0 189 0 0 3 543
Evaluating Density Forecasts 0 0 0 383 0 1 4 1,289
Evaluating Density Forecasts 0 0 0 69 0 0 3 369
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 1 271 0 0 7 1,260
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 1 1 652
Evaluating density forecasts 0 0 0 257 0 0 3 855
Financial Variables as Predictors of Real Output Growth 0 0 0 21 0 0 1 84
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 0 1 2 362
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 42 0 0 0 106
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 1 1 2 743
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 0 0 0 1,120
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 0 1 2 381
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 1 2 2 111
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 2 2 3 226
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 0 1 481
Total Working Papers 0 0 5 3,998 6 12 49 12,266


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Evaluating Density Forecasts with Applications to Financial Risk Management 0 0 0 2 0 5 23 2,045
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 0 0 16 1 1 1 100
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 0 0 0 506
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 1 1 256 1 2 4 682
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 1 50 0 0 3 191
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 0 1 129 0 0 5 292
Total Journal Articles 0 1 3 608 2 8 36 3,816


Statistics updated 2025-09-05