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 0 21 2,143
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 0 1 423 3 4 17 987
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 0 0 7 305
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 106 0 0 14 308
Evaluating Density Forecasts 0 0 0 383 2 4 39 1,328
Evaluating Density Forecasts 0 0 0 189 0 1 12 555
Evaluating Density Forecasts 0 0 0 69 0 0 13 382
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 1 10 662
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 1 272 1 1 17 1,277
Evaluating density forecasts 1 1 2 259 1 1 35 890
Financial Variables as Predictors of Real Output Growth 0 0 0 21 0 1 8 92
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 93 0 1 17 379
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 42 1 1 5 111
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 198 2 2 12 1,132
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 236 1 1 9 752
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 122 1 3 11 392
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 101 0 1 7 233
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 29 0 0 11 122
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 0 0 175 0 0 10 491
Total Working Papers 1 1 4 4,002 12 22 275 12,541


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 2 8 50 2,095
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 0 1 17 0 0 6 106
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 1 2 7 513
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 1 1 2 258 1 2 19 701
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 0 50 0 1 16 207
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 0 0 1 130 0 0 8 300
Total Journal Articles 1 1 4 612 4 13 106 3,922


Statistics updated 2026-09-10