Details about Wei-Choun Yu

Access statistics for papers by Wei-Choun Yu.

Last updated 2015-05-06. Update your information in the RePEc Author Service.

Short-id: pyu64

Working Papers

2009

1. Predicting Stock Volatility Using After-Hours Information
   Working Papers, University of Washington, Department of Economics View citations (1)

2008

2. Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility
   Working Papers, University of Washington, Department of Economics View citations (3)
   See also Journal Article Long memory versus structural breaks in modeling and forecasting realized volatility, Journal of International Money and Finance, Elsevier (2010) View citations (65) (2010)

Journal Articles

2012

1. Determinants and probability prediction of college student retention: new evidence from the Probit model
   International Journal of Education Economics and Development, 2012, 3, (3), 217-236 View citations (6)
2. Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks
   International Journal of Forecasting, 2012, 28, (2), 366-383 View citations (19)

2011

3. Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
   International Journal of Forecasting, 2011, 27, (2), 579-591 View citations (22)
   Also in International Journal of Forecasting, 2011, 27, (2), 579-591 (2011) View citations (24)
4. Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
   Economics Bulletin, 2011, 31, (2), 1807-1826

2010

5. Long memory versus structural breaks in modeling and forecasting realized volatility
   Journal of International Money and Finance, 2010, 29, (5), 857-875 View citations (65)
   See also Working Paper Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility, Working Papers (2008) View citations (3) (2008)
6. Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches
   Global Economic Review, 2010, 39, (2), 129-149 View citations (32)

2009

7. Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures
   Applied Economics Letters, 2009, 16, (9), 913-919 View citations (5)
8. Markov switching and long memory: a Monte Carlo analysis
   Applied Economics Letters, 2009, 16, (12), 1205-1210 View citations (1)
9. Parsimonious modeling and forecasting of corporate yield curve
   Journal of Forecasting, 2009, 28, (1), 73-88 View citations (12)

2008

10. A SECURITISED MARKET FOR HUMAN CAPITAL
    Economic Affairs, 2008, 28, (3), 50-56
11. Macroeconomic and financial market volatilities: an empirical evidence of factor model
    Economics Bulletin, 2008, 3, (33), 1-18