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United States
Volatility
16
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15
Börsenkurs
12
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Theorie
12
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12
USA
10
ARCH model
9
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7
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Aktienmarkt
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Aktienindex
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China
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English
10
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Chou, Ray Yeutien
10
Barth, James R.
1
Cebula, Richard J.
1
Chang, Eric Chieh
1
Chiang, Min-Hsien
1
Engle, Robert F.
1
Guo, Wen-Chung
1
Jahera, John S.
1
Kane, Alex
1
Nelling, Edward F.
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Econometric analysis of financial and economic time series ; part a
1
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1
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1
Journal of money, credit and banking : JMCB
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ECONIS (ZBW)
10
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1
Measuring risk aversion from exess returns on a stock index
Chou, Ray Yeutien
;
Engle, Robert F.
;
Kane, Alex
-
1991
Persistent link: https://www.econbiz.de/10000811503
Saved in:
2
Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien
-
2006
Persistent link: https://www.econbiz.de/10003331381
Saved in:
3
Outlier detection in the lognormal logarithmic conditional autoregressive range model
Chiang, Min-Hsien
;
Chou, Ray Yeutien
;
Wang, Li-Min
- In:
Oxford bulletin of economics and statistics
78
(
2016
)
1
,
pp. 126-144
Persistent link: https://www.econbiz.de/10011494656
Saved in:
4
Forecasting financial volatilities with extreme values : the conditonal autoregressive range (CARR) model
Chou, Ray Yeutien
- In:
Journal of money, credit and banking : JMCB
37
(
2005
)
3
,
pp. 561-582
Persistent link: https://www.econbiz.de/10003012785
Saved in:
5
An empirical test for short termism in the US stock market
Chou, Ray Yeutien
;
Guo, Wen-Chung
- In:
Monetary integration, markets and regulations
,
(pp. 115-129)
.
2004
Persistent link: https://www.econbiz.de/10002928134
Saved in:
6
Determinants of US commercial bank performance : regulatory and econometric issues
Swamy, Paravastu A. V. B.
;
Barth, James R.
;
Chou, Ray …
- In:
Research in finance
14
(
1996
),
pp. 117-156
Persistent link: https://www.econbiz.de/10001213087
Saved in:
7
Determinants of geographic differentials in the savings and loan failure rate : a heteroskedastic TOBIT estimation
Chou, Ray Yeutien
- In:
Journal of financial services research : JFSR
10
(
1996
)
1
,
pp. 5-25
Persistent link: https://www.econbiz.de/10001202095
Saved in:
8
Market volatility and the demand for hedging in stock index futures
Chang, Eric Chieh
;
Chou, Ray Yeutien
;
Nelling, Edward F.
- In:
The journal of futures markets
20
(
2000
)
2
,
pp. 105-125
Persistent link: https://www.econbiz.de/10001447452
Saved in:
9
Volatility persistence and stock valuations : some empirical evidence using GARCH
Chou, Ray Yeutien
- In:
Journal of applied econometrics
3
(
1988
)
4
,
pp. 279-294
Persistent link: https://www.econbiz.de/10001071208
Saved in:
10
Cointegration of international stock market indices
Chou, Ray Yeutien
-
1994
Persistent link: https://www.econbiz.de/10013425430
Saved in:
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