Advanced Search
MyIDEAS: Login

Wei-Choun Yu

Contents:

This is information that was supplied by Wei-Choun Yu in registering through RePEc. If you are Wei-Choun Yu , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

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

Economics and Finance Department
Winona State University
Location: Winona, Minnesota (United States)
Homepage: http://www.winona.edu/economics/
Email:
Phone:
Fax:
Postal:
Handle: RePEc:edi:efwinus (more details at EDIRC)

Works

as in new window

Working papers

  1. 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.
  2. Kyongwook Choi & Wei-Choun Yu & Eric Zivot, 2008. "Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility," Working Papers UWEC-2008-20-FC, University of Washington, Department of Economics.

Articles

  1. Yi-Chi Chen & Wei-Choun Yu, 2011. "Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis," Economics Bulletin, AccessEcon, vol. 31(2), pages 1807-1826.
  2. Yu, Wei-Choun & Zivot, Eric, 2011. "Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models," International Journal of Forecasting, Elsevier, vol. 27(2), pages 579-591, April.
  3. Gyu-Hyen Moon & Wei-Choun Yu, 2010. "Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches," Global Economic Review, Taylor & Francis Journals, vol. 39(2), pages 129-149.
  4. Choi, Kyongwook & Yu, Wei-Choun & Zivot, Eric, 2010. "Long memory versus structural breaks in modeling and forecasting realized volatility," Journal of International Money and Finance, Elsevier, vol. 29(5), pages 857-875, September.
  5. 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.
  6. 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 & Francis Journals, vol. 16(9), pages 913-919.
  7. Wei-Choun Yu, 2009. "Markov switching and long memory: a Monte Carlo analysis," Applied Economics Letters, Taylor & Francis Journals, vol. 16(12), pages 1205-1210.
  8. Wei-Choun Yu & Donald M. Salyards, 2008. "A Securitised Market For Human Capital," Economic Affairs, Wiley Blackwell, vol. 28(3), pages 50-56, 09.

NEP Fields

1 paper by this author was announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-FMK: Financial Markets (1) 2009-01-24. Author is listed
  2. NEP-FOR: Forecasting (1) 2009-01-24. Author is listed
  3. NEP-MST: Market Microstructure (1) 2009-01-24. Author is listed
  4. NEP-RMG: Risk Management (1) 2009-01-24. Author is listed

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Wei-Choun Yu should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.