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 0 1,181 0 10 21 2,142
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 423 1 5 14 983
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 0 103 1 2 8 305
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 1 3 10 304
Evaluating Density Forecasts 0 0 0 189 2 2 11 554
Evaluating Density Forecasts 0 0 0 69 0 4 12 381
Evaluating Density Forecasts 0 0 0 383 3 6 36 1,324
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 1 2 9 660
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 1 272 4 4 17 1,276
Evaluating density forecasts 0 0 1 258 2 3 34 889
Financial Variables as Predictors of Real Output Growth 0 0 0 21 0 3 7 91
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 3 5 17 378
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 42 0 1 4 110
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 2 2 8 750
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 2 3 9 389
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 3 5 10 1,130
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 3 4 8 232
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 2 5 13 122
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 1 4 10 491
Total Working Papers 0 0 3 4,001 31 73 258 12,511


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 10 23 44 2,083
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 0 1 17 0 0 7 106
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 2 2 5 511
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 0 0 2 257 4 8 18 698
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 0 50 2 8 15 206
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 0 1 130 0 2 8 300
Total Journal Articles 0 0 4 611 18 43 97 3,904


Statistics updated 2026-05-06