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Details about Yu-Chin Hsu

E-mail:
Homepage:http://www.eco.utexas.edu/~yh428/
Workplace:Department of Economics, University of Texas-Austin, (more information at EDIRC)

Access statistics for papers by Yu-Chin Hsu.

Last updated 2009-11-08. Update your information in the RePEc Author Service.

Short-id: phs7

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Journal Articles

2009

  1. Assessing value at risk with CARE, the Conditional Autoregressive Expectile models
    Journal of Econometrics, 2009, 150, (2), 261-270 Downloads View citations

2008

  1. Change-point estimation of nonstationary I(d) processes
    Economics Letters, 2008, 98, (2), 115-121 Downloads
 

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Page updated 2009-11-30