Volatility persistence and stock valuations: Some empirical evidence using garchRay Yeutien Chou · 1988

Bank Diversification and Systemic RiskYang, Hsin-Feng; Liu, Chih-Liang; Yeutien Chou, Ray · The Quarterly Review of Economics and Finance · 2019

Risk evaluations with robust approximate factor modelsChou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-Min · Journal of Banking & Finance · 2016

The euro's impacts on the smooth transition dynamics of stock market volatilitiesChou, Ray Yeutien; Wu, Chun-Chou; yang, Yi-Nung · Quantitative Finance · 2012

Volatility persistence and stock valuations: Some empirical evidence using garchRay Yeutien Chou · 1988

Forecasting time-varying covariance with a range-based dynamic conditional correlation modelRay Yeutien Chou; Chun-Chou Wu; Nathan Liu · 2009

Macroeconomic forecasting using approximate factor models with outliersChou, Ray Yeutien; Yen, Tso-Jung; Yen, Yu-Min · International Journal of Forecasting · 2019

Explaining international stock correlations with CPI fluctuations and market volatilityYijie Cai; Ray Yeutien Chou; Dan Li · 2009

Semiparametric Efficiency BoundsWhitney K. Newey · Journal of Applied Econometrics · 1990

Microfit 5.0McKenzie, C. R.; Takaoka, Sumiko · Journal of Applied Econometrics · 2013

Cliometrics, 1971-1986: A SurveyN. F. R. Crafts · Journal of Applied Econometrics · 1987

FORECASTING DISCONNECTED EXCHANGE RATESBerge, Travis J. · Journal of Applied Econometrics · 2014

Front MatterJournal of Applied Econometrics · 1999

Front MatterJournal of Applied Econometrics · 1998

PcGive Professional 9.0 for WindowsReview by: Jaime Marquez · Journal of Applied Econometrics · 1998

Back MatterJournal of Applied Econometrics · 1998