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Wei-Choun Yu

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Personal Details

First Name:Wei-Choun
Middle Name:
Last Name:Yu
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RePEc Short-ID:pyu64
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Postal Address:110 Westwood Plaza, Suite C-506, Los Angeles, CA 90095
Phone:310-825-7805
Location: Los Angeles, California (United States)
Homepage: http://www.anderson.ucla.edu/
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Postal: 110 Westwood Plaza, Los Angeles, CA. 90095
Handle: RePEc:edi:aguclus (more details at EDIRC)
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  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.
  1. Chen, Chun-Hung & Yu, Wei-Choun & Zivot, Eric, 2012. "Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks," International Journal of Forecasting, Elsevier, vol. 28(2), pages 366-383.
  2. Tin-Chun Lin & William Wei-Choun Yu & Yi-Chi Chen, 2012. "Determinants and probability prediction of college student retention: new evidence from the Probit model," International Journal of Education Economics and Development, Inderscience Enterprises Ltd, vol. 3(3), pages 217-236.
  3. 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.
  4. 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.
  5. 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.
  6. 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.
  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, 2009. "Parsimonious modeling and forecasting of corporate yield curve," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 28(1), pages 73-88.
  9. 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.
  10. Wei-Choun Yu & Donald M. Salyards, 2008. "A Securitised Market For Human Capital," Economic Affairs, Wiley Blackwell, vol. 28(3), pages 50-56, 09.
  11. Wei-Choun Yu, 2008. "Macroeconomic and financial market volatilities: an empirical evidence of factor model," Economics Bulletin, AccessEcon, vol. 3(33), pages 1-18.
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

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