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1

Volatility persistence and stock valuations: Some empirical evidence using garch

Ray Yeutien Chou

Journal:

Journal of Applied Econometrics

Year:

1988

Language:

english

File:

PDF, 941 KB

english, 1988

2

The sources of bank productivity growth in China during 2002–2009: A disaggregation view

Tzu-Pu Chang, Jin-Li Hu, Ray Yeutien Chou, Lei Sun

Journal:

Journal of Banking & Finance

Year:

2012

Language:

english

File:

PDF, 399 KB

english, 2012

3

Explaining international stock correlations with CPI fluctuations and market volatility

Yijie Cai, Ray Yeutien Chou, Dan Li

Journal:

Journal of Banking & Finance

Year:

2009

Language:

english

File:

PDF, 567 KB

english, 2009

4

Market conditions and the effect of diversification on mutual fund performance: should funds be more concentrative under crisis?

Jin-Li Hu, Tzu-Pu Chang, Ray Yeutien Chou

Journal:

Journal of Productivity Analysis

Year:

2014

Language:

english

File:

PDF, 337 KB

english, 2014

5

Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market

Liao, Li-Chuan, Chou, Ray Yeutien, Chiu, Banghan

Journal:

The North American Journal of Economics and Finance

Year:

2013

Language:

english

File:

PDF, 916 KB

english, 2013

6

Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model

Ray Yeutien Chou

Journal:

Journal of Money, Credit and Banking

Year:

2005

Language:

english

File:

PDF, 2.27 MB

english, 2005

7

Bank Diversification and Systemic Risk

Yang, Hsin-Feng, Liu, Chih-Liang, Yeutien Chou, Ray

Journal:

The Quarterly Review of Economics and Finance

Year:

2019

Language:

english

File:

PDF, 3.28 MB

english, 2019

8

The economic value of volatility timing using a range-based volatility model

Ray Yeutien Chou, Nathan Liu

Journal:

Journal of Economic Dynamics and Control

Year:

2010

Language:

english

File:

PDF, 515 KB

english, 2010

9

Interest rate risk propagation: Evidence from the credit crunch

Yang, Hsin-Feng, Liu, Chih-Liang, Chou, Ray Yeutien

Journal:

The North American Journal of Economics and Finance

Year:

2014

Language:

english

File:

PDF, 2.47 MB

english, 2014

10

The euro's impacts on the smooth transition dynamics of stock market volatilities

Chou, Ray Yeutien, Wu, Chun-Chou, yang, Yi-Nung

Journal:

Quantitative Finance

Year:

2012

Language:

english

File:

PDF, 655 KB

english, 2012

11

Forecasting time-varying covariance with a range-based dynamic conditional correlation model

Ray Yeutien Chou, Chun-Chou Wu, Nathan Liu

Journal:

Review of Quantitative Finance and Accounting

Year:

2009

Language:

english

File:

PDF, 461 KB

english, 2009

12

Range-based multivariate volatility model with double smooth transition in conditional correlation

Ray Yeutien Chou, Yijie Cai

Journal:

Global Finance Journal

Year:

2009

Language:

english

File:

PDF, 1.50 MB

english, 2009

13

Risk evaluations with robust approximate factor models

Chou, Ray Yeutien, Yen, Tso-Jung, Yen, Yu-Min

Journal:

Journal of Banking & Finance

Year:

2016

Language:

english

File:

PDF, 2.70 MB

english, 2016

14

Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model

Chiang, Min-Hsien, Chou, Ray Yeutien, Wang, Li-Min

Journal:

Oxford Bulletin of Economics and Statistics

Year:

2016

Language:

english

File:

PDF, 628 KB

english, 2016

15

Volatility Persistence and Stock Valuations: Some Empirical Evidence Using Garch

Ray Yeutien Chou

Journal:

Journal of Applied Econometrics

Year:

1988

Language:

english

File:

PDF, 573 KB

english, 1988

16

Macroeconomic forecasting using approximate factor models with outliers

Chou, Ray Yeutien, Yen, Tso-Jung, Yen, Yu-Min

Journal:

International Journal of Forecasting

Year:

2019

Language:

english

File:

PDF, 2.06 MB

english, 2019