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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
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Deregulation and efficiency of Taiwanese banks
Chou, Ray Yeutien; Hasan, Iftekhar; Lozano Vivas, Ana; … - In: Productivity and economic performance in the …, (pp. 184-207). 2002
Persistent link: https://www.econbiz.de/10001656305
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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
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Testing time reversibility without moment restrictions
Chen, Yi-ting; Chou, Ray Yeutien; Kuan, Chung-ming - In: Journal of econometrics 95 (2000) 1, pp. 199-218
Persistent link: https://www.econbiz.de/10001432563
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The sources of bank productivity growth in China during 2002 - 2009 : a disaggregation view
Chang, Tzu-pu; Hu, Jin-li; Chou, Ray Yeutien; Sun, Lei - In: Journal of banking & finance 36 (2012) 7, pp. 1997-2006
Persistent link: https://www.econbiz.de/10009629765
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Anchoring effect on foreign institutional investors' momentum trading behavior : evidence from the Taiwan stock market
Liao, Li-chuan; Chou, Ray Yeutien; Chiu, Banghan - In: The North American journal of economics and finance : a … 26 (2013), pp. 72-91
Persistent link: https://www.econbiz.de/10010364820
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Range-based multivariate volatility model with double smooth transition in conditional correlation
Chou, Ray Yeutien; Cai, Yijie - In: Global finance journal 20 (2009) 2, pp. 137-152
Persistent link: https://www.econbiz.de/10003877935
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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
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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
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Modeling the asymmetry of stock movements using price ranges
Chou, Ray Yeutien - 2006
Persistent link: https://www.econbiz.de/10003331381