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	1	1	2	90
Predicting Stock Volatility Using After-Hours Information	0	0	0	303	0	0	0	146
Total Working Papers	0	0	0	320	1	1	2	236

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	2	5	53	1	4	8	128
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures	0	0	0	27	0	1	4	108
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	1	1	3	88	1	2	12	298
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	0	0	0	17	0	0	3	114
Long memory versus structural breaks in modeling and forecasting realized volatility	0	0	0	91	0	0	1	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	1	2	4	73	1	2	13	282
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks	0	0	0	26	2	2	4	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	0	1	77	1	2	7	267
Total Journal Articles	2	5	13	499	6	13	53	1,903

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Statistics updated 2025-03-03