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 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
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


Statistics updated 2020-09-04