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	91
Predicting Stock Volatility Using After-Hours Information	0	0	0	303	2	2	4	150
Total Working Papers	0	0	0	320	3	3	6	241

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	1	11	0	0	2	40
Determinants and probability prediction of college student retention: new evidence from the Probit model	0	1	4	55	1	5	12	136
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures	0	0	0	27	0	1	2	109
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	0	0	0	17	3	14	15	129
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models	1	1	3	90	3	6	13	309
Long memory versus structural breaks in modeling and forecasting realized volatility	0	0	0	91	4	6	6	329
Macroeconomic and financial market volatilities: an empirical evidence of factor model	0	0	0	2	1	1	1	25
Markov switching and long memory: a Monte Carlo analysis	0	0	0	14	0	2	2	48
Parsimonious modeling and forecasting of corporate yield curve	0	0	2	73	0	2	4	284
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks	0	0	1	27	2	3	9	179
Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis	0	0	0	21	1	1	2	105
Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches	0	0	1	78	0	1	6	271
Total Journal Articles	1	2	12	506	15	42	74	1,964

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Statistics updated 2025-12-06