Personal Details
First Name: Wei-Choun
Middle Name:
Last Name: Yu
Suffix:
RePEc Short-ID: pyu64
Email:
Homepage:
http://course1.winona.edu/wyu
Postal Address: Somsen Hall 319E, Winona State University, Winona, MN 55987
Phone: 507-457-2982
Affiliation
(in no particular order)
Works
| Working papers | Articles | Access
and download statistics | Citations (if
any)| NEP Fields |
Download all references for this author: available formats: HTML
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Working papers
- Chun-Hung Chen & Wei-Choun Yu & Eric Zivot, 2009.
"Predicting Stock Volatility Using After-Hours Information,"
Working Papers
UWEC-2009-01, University of Washington, Department of Economics.
[Downloadable!]
- Kyongwook Choi & Wei-Choun Yu & Eric Zivot, 2008.
"Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility,"
Working Papers
UWEC-2008-20, University of Washington, Department of Economics.
[Downloadable!]
Articles
- Gyu-Hyen Moon & Wei-Choun Yu & Chung-Hyo Hong, 2009.
"Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 16(9), pages 913-919.
[Downloadable!] (restricted)
- Wei-Choun Yu & Donald M. Salyards, 2009.
"Parsimonious modeling and forecasting of corporate yield curve,"
Journal of Forecasting,
John Wiley & Sons, Ltd., vol. 28(1), pages 73-88.
[Downloadable!]
- Wei-Choun Yu, 2009.
"Markov switching and long memory: a Monte Carlo analysis,"
Applied Economics Letters,
Taylor and Francis Journals, vol. 16(12), pages 1205-1210.
[Downloadable!] (restricted)
- Wei-Choun Yu & Donald M. Salyards, 2008.
"A Securitised Market For Human Capital,"
Economic Affairs,
Blackwell Publishing, vol. 28(3), pages 50-56, 09.
[Downloadable!] (restricted)
- Wei-Choun Yu, 2008.
"Macroeconomic and financial market volatilities: an empirical evidence of factor model,"
Economics Bulletin,
Economics Bulletin, vol. 3(33), pages 1-18.
[Downloadable!]
NEP Fields
2 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
- NEP-ECM: Econometrics (1) 2008-11-25 Author is listed
- NEP-ETS: Econometric Time Series (1) 2008-11-25 Author is listed
- NEP-FMK: Financial Markets (1) 2009-01-24 Author is listed
- NEP-FOR: Forecasting (2) 2008-11-25 2009-01-24 Author is listed
- NEP-MST: Market Microstructure (1) 2009-01-24 Author is listed
- NEP-RMG: Risk Management (1) 2009-01-24 Author is listed
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This page was last updated on 2009-12-2.
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