This file is part of IDEAS, which uses RePEc data


[ Papers | Articles | Software | Books | Chapters | Authors | Institutions | JEL Classification | NEP reports | Search | New papers by email | Author registration | Rankings | Volunteers | FAQ | Blog | Help! ]

Information about:
Wei-Choun Yu

Personal Details | Affiliation | Works
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 RePEc. Or if you are not registered and would like to be listed as well, register at RePEc. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Other registered authors

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 (with abstracts), plain text (with abstracts), BibTeX, RIS (EndNote), ReDIF

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. [Downloadable!]

  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, University of Washington, Department of Economics. [Downloadable!]

Articles

  1. 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)

  2. 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!]

  3. 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)

  4. 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)

  5. 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):
  1. NEP-ECM: Econometrics (1) 2008-11-25 Author is listed
  2. NEP-ETS: Econometric Time Series (1) 2008-11-25 Author is listed
  3. NEP-FMK: Financial Markets (1) 2009-01-24 Author is listed
  4. NEP-FOR: Forecasting (2) 2008-11-25 2009-01-24 Author is listed
  5. NEP-MST: Market Microstructure (1) 2009-01-24 Author is listed
  6. NEP-RMG: Risk Management (1) 2009-01-24 Author is listed
Did you know? You can use IDEAS to provide links to papers and articles in your course syllabus.

This page was last updated on 2009-12-2.

This information is provided to you by IDEAS at the Department of Economics, College of Liberal Arts and Sciences, University of Connecticut using RePEc data on a server sponsored by the Society for Economic Dynamics.