Ray Yeutien Chou

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
The economic value of volatility timing using a range-based volatility model
Journal of Economic Dynamics and Control
2010-12-01Paper
Modeling the asymmetry of stock movements using price ranges
Advances in Econometrics
2010-06-30Paper
Testing time reversibility without moment restrictions
Journal of Econometrics
2001-10-03Paper
ARCH modeling in finance. A review of the theory and empirical evidence
Journal of Econometrics
1992-06-28Paper


Research outcomes over time


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