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 0 0 2 90
Predicting Stock Volatility Using After-Hours Information 0 0 0 303 0 1 1 147
Total Working Papers 0 0 0 320 0 1 3 237

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 10 0 0 0 38
Determinants and probability prediction of college student retention: new evidence from the Probit model 0 0 3 53 1 1 7 129
Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures 0 0 0 27 0 0 2 108
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models 0 0 0 17 0 1 4 115
Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models 0 0 2 88 2 2 12 300
Long memory versus structural breaks in modeling and forecasting realized volatility 0 0 0 91 0 0 0 323
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 0 0 4 73 0 0 12 282
Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks 0 0 0 26 0 0 3 172
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 1 1 78 0 2 7 269
Total Journal Articles 0 1 10 500 3 6 48 1,909

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Statistics updated 2025-06-06