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 4 16 17 107
Predicting Stock Volatility Using After-Hours Information 0 0 0 303 2 10 14 160
Total Working Papers 0 0 0 320 6 26 31 267

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 1 11 1 5 7 45
Determinants and probability prediction of college student retention: new evidence from the Probit model 0 1 3 56 0 2 10 138
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures 0 0 0 27 1 3 4 112
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models 0 1 3 91 1 10 21 319
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models 0 0 0 17 1 5 20 134
Long memory versus structural breaks in modeling and forecasting realized volatility 0 0 0 91 0 5 11 334
Macroeconomic and financial market volatilities: an empirical evidence of factor model 0 0 0 2 1 7 8 32
Markov switching and long memory: a Monte Carlo analysis 0 0 0 14 2 4 6 52
Parsimonious modeling and forecasting of corporate yield curve 0 0 0 73 2 5 7 289
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks 0 0 1 27 1 8 15 187
Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis 0 0 0 21 0 4 6 109
Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches 0 0 1 78 1 4 8 275
Total Journal Articles 0 2 9 508 11 62 123 2,026

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Statistics updated 2026-03-04