Access Statistics for Wei-Choun Yu

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
Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility 0 0 0 17 0 1 2 90
Predicting Stock Volatility Using After-Hours Information 0 0 0 303 1 1 1 147
Total Working Papers 0 0 0 320 1 2 3 237

Journal Article File Downloads Abstract Views
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 4 53 0 1 7 128
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures 0 0 0 27 0 0 3 108
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models 0 1 2 88 0 1 10 298
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models 0 0 0 17 0 1 4 115
Long memory versus structural breaks in modeling and forecasting realized volatility 0 0 0 91 0 0 0 323
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 4 73 0 1 12 282
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks 0 0 0 26 0 2 3 172
Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis 0 0 0 21 0 0 1 103
Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches 0 1 1 78 1 3 8 269
Total Journal Articles 0 3 11 500 1 9 48 1,906

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-05-12