Access Statistics for Wei-Choun Yu

Author contact details at EconPapers.

Working Paper	File Downloads				Abstract Views
Working Paper	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility	0	0	0	17	0	0	1	89
Predicting Stock Volatility Using After-Hours Information	0	0	0	303	0	0	0	146
Total Working Papers	0	0	0	320	0	0	1	235

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A SECURITISED MARKET FOR HUMAN CAPITAL	0	0	0	10	0	0	0	38
Determinants and probability prediction of college student retention: new evidence from the Probit model	0	0	3	51	0	0	4	124
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures	0	0	0	27	0	0	4	107
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	1	1	2	87	1	4	11	296
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	0	0	0	17	0	2	3	114
Long memory versus structural breaks in modeling and forecasting realized volatility	0	0	1	91	0	0	3	323
Macroeconomic and financial market volatilities: an empirical evidence of factor model	0	0	0	2	0	0	0	24
Markov switching and long memory: a Monte Carlo analysis	0	0	0	14	0	0	0	46
Parsimonious modeling and forecasting of corporate yield curve	0	1	2	71	2	7	12	280
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks	0	0	1	26	0	1	7	170
Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis	0	0	0	21	1	1	1	103
Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches	0	0	2	77	0	1	6	265
Total Journal Articles	1	2	11	494	4	16	51	1,890

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Statistics updated 2024-12-04