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Details about Wei-Choun Yu

E-mail:
Phone:310-825-7805
Postal address:110 Westwood Plaza, Suite C-506, Los Angeles, CA 90095
Workplace:Anderson Graduate School of Management, University of California-Los Angeles (UCLA), (more information at EDIRC)

Access statistics for papers by Wei-Choun Yu.

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

Short-id: pyu64


Jump to Journal Articles

Working Papers

2009

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

2008

  1. Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility
    Working Papers, University of Washington, Department of Economics Downloads 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) Downloads 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 Downloads 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 Downloads View citations (19)

2011

  1. Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models
    International Journal of Forecasting, 2011, 27, (2), 579-591 Downloads View citations (21)
    Also in International Journal of Forecasting, 2011, 27, (2), 579-591 (2011) Downloads View citations (23)
  2. Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis
    Economics Bulletin, 2011, 31, (2), 1807-1826 Downloads

2010

  1. Long memory versus structural breaks in modeling and forecasting realized volatility
    Journal of International Money and Finance, 2010, 29, (5), 857-875 Downloads View citations (65)
    See also Working Paper Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility, Working Papers (2008) Downloads View citations (3) (2008)
  2. 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 Downloads View citations (32)

2009

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

2008

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