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 1 2 10 1,167 2 7 22 2,075
Direction-of-Change Forecasts Based on Conditional Variance, Skewness and Kurtosis Dynamics: International Evidence 0 1 1 417 0 2 10 947
Direction-of-Change Forecasts for Asian Equity Markets Based on Conditional Variance, Skewness and Kurtosis Dynamics: Evidence from Hong Kong and Singapore 0 0 1 99 0 0 4 284
Dynamic Regressions with Variables Observed at Different Frequencies 0 0 0 104 0 0 2 283
Evaluating Density Forecasts 0 0 0 68 1 1 8 352
Evaluating Density Forecasts 0 0 0 188 1 1 3 529
Evaluating Density Forecasts 0 0 0 377 0 1 5 1,259
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 262 1 1 5 1,226
Evaluating Density Forecasts of Inflation: The Survey of Professional Forecasters 0 0 0 0 0 0 2 638
Evaluating density forecasts 1 2 3 253 2 3 8 817
Financial Variables as Predictors of Real Output Growth 1 1 1 19 2 3 3 66
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 1 1 93 0 2 9 351
Global and Regional Sources of Risk in Equity Markets: Evidence from Factor Models with Time-Varying Conditional Skewness 0 0 0 236 1 1 7 838
Modeling Transaction Data of Trade Direction and Estimation of Probability of Informed Trading 0 0 0 41 0 1 2 104
Non-Fundamental Expectations and Economic Fluctuations: Evidence from Professional Forecasts 0 0 0 130 0 2 12 506
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 2 122 0 1 3 376
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 1 196 1 2 6 1,110
Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange 0 0 0 235 1 2 7 737
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 28 0 0 3 104
Time-Varying Incentives in the Mutual Fund Industry 0 0 0 100 2 5 16 215
Transaction-Data Analysis of Marked Durations and Their Implications for Market Microstructure 0 1 1 171 0 1 7 465
Total Working Papers 3 8 21 4,306 14 36 144 13,282


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 11 32 1,942
Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness 0 0 0 15 0 1 7 92
Intraday stock prices, volume, and duration: a nonparametric conditional density analysis 0 0 0 155 0 0 4 505
Multivariate Density Forecast Evaluation And Calibration In Financial Risk Management: High-Frequency Returns On Foreign Exchange 1 2 7 238 3 6 18 634
Non-fundamental expectations and economic fluctuations: Evidence from professional forecasts 0 0 0 46 0 1 8 181
Using High-Frequency Transaction Data to Estimate the Probability of Informed Trading 1 1 2 121 1 3 5 266
Total Journal Articles 2 3 9 577 5 22 74 3,620


Statistics updated 2020-09-04