Ray Yeutien Chou
Ray Yeutien Chou
Research Fellow, Institute of Economics, Academia Sinica
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ARCH modeling in finance: A review of the theory and empirical evidence
T Bollerslev, RY Chou, KF Kroner
Journal of econometrics 52 (1-2), 5-59, 1992
Volatility persistence and stock valuations: Some empirical evidence using GARCH
RY Chou
Journal of applied econometrics, 279-294, 1988
Forecasting financial volatilities with extreme values: the conditional autoregressive range (CARR) model
RY Chou
Journal of Money, Credit and Banking, 561-582, 2005
Measuring risk aversion from excess returns on a stock index
R Chou, RF Engle, A Kane
Journal of Econometrics 52 (1-2), 201-224, 1992
Market volatility and the demand for hedging in stock index futures
E Chang, RY Chou, EF Nelling
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000
The sources of bank productivity growth in China during 2002–2009: A disaggregation view
TP Chang, JL Hu, RY Chou, L Sun
Journal of Banking & Finance 36 (7), 1997-2006, 2012
Explaining international stock correlations with CPI fluctuations and market volatility
Y Cai, RY Chou, D Li
Journal of Banking & Finance 33 (11), 2026-2035, 2009
Cointegration of international stock market indices
MRYT Chou, MV Ng, LK Pi
International Monetary Fund, 1994
Range volatility models and their applications in finance
RY Chou, H Chou, N Liu
Handbook of quantitative finance and risk management, 1273-1281, 2010
Testing time reversibility without moment restrictions
YT Chen, RY Chou, CM Kuan
Journal of Econometrics 95 (1), 199-218, 2000
An examination of the behavior of Pacific-Basin stock market volatility
V Ng, RP Chang, RY Chou
Pacific-Basin capital markets research 2 (3), 245-260, 1991
The economic value of volatility timing using a range-based volatility model
RY Chou, N Liu
Journal of Economic Dynamics and Control 34 (11), 2288-2301, 2010
Modeling the Taiwan stock market and international linkages
RY Chou, JL Lin, C Wu
Pacific Economic Review 4 (3), 305-320, 1999
Forecasting time-varying covariance with a range-based dynamic conditional correlation model
RY Chou, CC Wu, N Liu
Review of Quantitative Finance and Accounting 33, 327-345, 2009
Modeling the asymmetry of stock movements using price ranges
RY Chou
Econometric Analysis of Financial and Economic Time Series, 231-257, 2006
Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market
LC Liao, RY Chou, B Chiu
The North American Journal of Economics and Finance 26, 72-91, 2013
Bank diversification and systemic risk
HF Yang, CL Liu, RY Chou
The Quarterly Review of Economics and Finance 77, 311-326, 2020
Range volatility: a review of models and empirical studies
RY Chou, H Chou, N Liu
Handbook of financial econometrics and statistics, 2029-2050, 2015
Determinants of US commercial bank performance: regulatory and econometric issues
PAVB Swamy, JR Barth, RY Chou, JS Jahera
Available at SSRN 6649, 1996
Determinants of geographic differentials in the savings and loan failure rate: A heteroskedastic TOBIT estimation
RY Chou, RJ Cebula
Journal of Financial Services Research 10 (1), 5-25, 1996
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