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 9 18 22 2,141
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 1 1 423 1 8 10 979
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 1 6 10 304
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 2 6 9 303
Evaluating Density Forecasts 0 0 0 383 2 27 32 1,320
Evaluating Density Forecasts 0 0 0 69 3 10 13 380
Evaluating Density Forecasts 0 0 0 189 0 6 10 552
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 5 8 659
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 1 1 272 0 7 16 1,272
Evaluating density forecasts 0 1 1 258 0 25 31 886
Financial Variables as Predictors of Real Output Growth 0 0 0 21 1 4 5 89
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 2 11 14 375
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 42 1 4 4 110
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 1 6 6 1,126
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 0 5 7 386
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 0 4 6 748
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 2 5 10 119
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 0 0 4 228
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 5 6 487
Total Working Papers 0 3 6 4,001 26 162 223 12,464


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 7 12 29 2,067
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 0 1 17 0 1 7 106
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 0 1 3 509
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 2 5 12 692
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 0 50 5 10 14 203
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 1 1 130 0 5 6 298
Total Journal Articles 0 1 4 611 14 34 71 3,875


Statistics updated 2026-03-04