Ray Yeutien Chou
Names
| first: |
Ray |
| middle: |
Yeutien |
| last: |
Chou |
Identifer
Contact
Affiliations
-
Academia Sinica
/ Institute of Economics
Research profile
author of:
- es modéles ARCH en finance : un point sur la théorie et les résultats empiriques (RePEc:adr:anecst:y:1991:i:24:p:1-59)
by Tim Bollerslev & Ray Y. Chou & Narayanan Jayaraman & Kenneth F. Kroner - L - Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model (RePEc:bla:obuest:v:78:y:2016:i:1:p:126-144)
by Min-Hsien Chiang & Ray Yeutien Chou & Li-Min Wang - The economic value of volatility timing using a range-based volatility model (RePEc:eee:dyncon:v:34:y:2010:i:11:p:2288-2301)
by Chou, Ray Yeutien & Liu, Nathan - Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market (RePEc:eee:ecofin:v:26:y:2013:i:c:p:72-91)
by Liao, Li-Chuan & Chou, Ray Yeutien & Chiu, Banghan - Interest rate risk propagation: Evidence from the credit crunch (RePEc:eee:ecofin:v:28:y:2014:i:c:p:242-264)
by Yang, Hsin-Feng & Liu, Chih-Liang & Chou, Ray Yeutien - ARCH modeling in finance : A review of the theory and empirical evidence (RePEc:eee:econom:v:52:y:1992:i:1-2:p:5-59)
by Bollerslev, Tim & Chou, Ray Y. & Kroner, Kenneth F. - Testing time reversibility without moment restrictions (RePEc:eee:econom:v:95:y:2000:i:1:p:199-218)
by Chen, Yi-Ting & Chou, Ray Y. & Kuan, Chung-Ming - Range-based multivariate volatility model with double smooth transition in conditional correlation (RePEc:eee:glofin:v:20:y:2009:i:2:p:137-152)
by Chou, Ray Yeutien & Cai, Yijie - Macroeconomic forecasting using approximate factor models with outliers (RePEc:eee:intfor:v:36:y:2020:i:2:p:267-291)
by Chou, Ray Yeutien & Yen, Tso-Jung & Yen, Yu-Min - Explaining international stock correlations with CPI fluctuations and market volatility (RePEc:eee:jbfina:v:33:y:2009:i:11:p:2026-2035)
by Cai, Yijie & Chou, Ray Yeutien & Li, Dan - The sources of bank productivity growth in China during 2002–2009: A disaggregation view (RePEc:eee:jbfina:v:36:y:2012:i:7:p:1997-2006)
by Chang, Tzu-Pu & Hu, Jin-Li & Chou, Ray Yeutien & Sun, Lei - Risk evaluations with robust approximate factor models (RePEc:eee:jbfina:v:82:y:2017:i:c:p:244-264)
by Chou, Ray Yeutien & Yen, Tso-Jung & Yen, Yu-Min - Causal relationship between spot and futures prices with multiple time horizons: A nonparametric wavelet Granger causality test (RePEc:eee:riibaf:v:52:y:2020:i:c:s0275531919300455)
by Torun, Erdost & Chang, Tzu-Pu & Chou, Ray Y. - Modeling the Asymmetry of Stock Movements Using Price Ranges (RePEc:eme:aecozz:s0731-9053(05)20009-9)
by Ray Y. Chou - Determinants of U.S. commercial bank performance: regulatory and econometric issues (RePEc:fip:fedgfe:95-29)
by James R. Barth & Ray Y. Chou & John S. Jahera & P. A. V. B. Swamy - Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch (RePEc:jae:japmet:v:3:y:1988:i:4:p:279-94)
by Chou, Ray Yeutien - Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis? (RePEc:kap:jproda:v:41:y:2014:i:1:p:141-151)
by Jin-Li Hu & Tzu-Pu Chang & Ray Chou - Forecasting time-varying covariance with a range-based dynamic conditional correlation model (RePEc:kap:rqfnac:v:33:y:2009:i:4:p:327-345)
by Ray Chou & Chun-Chou Wu & Nathan Liu - Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model (RePEc:mcb:jmoncb:v:37:y:2005:i:3:p:561-82)
by Chou, Ray Yeutien - Measuring Risk Aversion From Excess Returns on a Stock Index (RePEc:nbr:nberwo:3643)
by Ray Chou & Robert F. Engle & Alex Kane - Anchoring Effect on Macroeconomic Forecasts : A Heterogeneity Approach (RePEc:rjr:romjef:v::y:2018:i:4:p:134-147)
by Tzu-Pu CHANG, Ray Yeutien CHOU & Ray Yeutien CHOU - The euro's impacts on the smooth transition dynamics of stock market volatilities (RePEc:taf:quantf:v:12:y:2012:i:2:p:169-179)
by Ray Yeutien Chou & Chun-Chou Wu & Yi-Nung yang - Market volatility and the demand for hedging in stock index futures (RePEc:wly:jfutmk:v:20:y:2000:i:2:p:105-125)
by Eric Chang & Ray Y. Chou & Edward F. Nelling