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 1 1,181 3 4 8 2,126
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 0 422 3 4 6 974
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 0 5 298
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 3 6 6 300
Evaluating Density Forecasts 0 0 0 69 3 4 6 373
Evaluating Density Forecasts 0 0 0 189 2 5 8 548
Evaluating Density Forecasts 0 0 0 383 20 23 26 1,313
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 2 4 5 656
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 1 1 1 272 4 7 13 1,269
Evaluating density forecasts 1 1 1 258 16 21 24 877
Financial Variables as Predictors of Real Output Growth 0 0 0 21 1 1 2 86
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 2 4 6 366
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 42 1 1 1 107
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 1 2 4 745
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 1 1 3 382
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
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 0 2 5 228
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 1 4 6 115
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 3 4 4 485
Total Working Papers 2 2 5 4,000 66 97 138 12,368

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 1 9 24 2,056
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 1 1 17 0 5 6 105
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 1 2 3 509
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 0 2 8 687
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 0 50 0 2 4 193
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 0 0 129 1 2 2 294
Total Journal Articles 0 1 3 610 3 22 47 3,844

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Statistics updated 2026-01-09