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Ray Yeutien Chou

Institute of Economics, Academia Sinica
Academia Sinica
National Chiao Tung University

46

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Forecasting Expected Shortfall and Value-at-Risk with the FZ Loss and Realized Variance Measures

2019 Social Science Research Network
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Macroeconomic Forecasting Using Approximate Factor Models with Outliers

2019 Social Science Research Network
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Macroeconomic forecasting using approximate factor models with outliers

2019 International Journal of Forecasting
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Risk Evaluations with Robust Approximate Factor Models

2016
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Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model

2016 Oxford Bulletin of Economics and Statistics
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Range Volatility: A Review of Models and Empirical Studies

2015
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Interest rate risk propagation: Evidence from the credit crunch

2014 The North American Journal of Economics and Finance
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Interest Rate Risk Propagation: Evidence from the Credit Crunch

2014
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Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market

2013 The North American Journal of Economics and Finance
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The sources of bank productivity growth in China during 2002-2009: A disaggregation view

2012 Journal of Banking and Finance
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