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	16	0	0	8	82
Predicting Stock Volatility Using After-Hours Information	0	0	0	300	0	0	3	139
Total Working Papers	0	0	0	316	0	0	11	221

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	9	0	0	1	33
Determinants and probability prediction of college student retention: new evidence from the Probit model	1	1	4	30	1	3	12	84
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures	0	0	0	27	0	1	3	100
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	0	1	2	13	0	3	11	46
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	0	1	4	77	0	3	14	252
Long memory versus structural breaks in modeling and forecasting realized volatility	0	0	3	85	0	1	15	295
Macroeconomic and financial market volatilities: an empirical evidence of factor model	0	0	0	2	0	0	0	21
Markov switching and long memory: a Monte Carlo analysis	0	0	0	14	0	1	1	45
Parsimonious modeling and forecasting of corporate yield curve	0	1	1	57	0	3	8	243
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks	0	0	0	22	2	4	9	107
Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis	0	0	0	20	0	0	0	98
Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches	1	2	6	73	2	3	9	230
Total Journal Articles	2	6	20	429	5	22	83	1,554

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Statistics updated 2020-09-04