Wei-Choun Yu, Ph.D.
Affiliations: | 2006 | University of Washington, Seattle, Seattle, WA |
Area:
General EconomicsGoogle:
"Wei-Choun Yu"Parents
Sign in to add mentor| Eric Zivot | grad student | 2006 | University of Washington | |
| (Essays on the volatility of macroeconomic and financial time series.) | ||||
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Publications
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| Chen CH, Yu WC, Zivot E. (2012) Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks International Journal of Forecasting. 28: 366-383 |
| Yu WC, Zivot E. (2011) Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models International Journal of Forecasting. 27: 579-591 |
| Wenz M, Yu W. (2010) Term Time Employment and the Academic Performance of Undergraduates Journal of Education Finance. 35: 358-373 |
| Moon GH, Yu WC. (2010) Volatility spillovers between the US and China stock markets: Structural break test with symmetric and asymmetric GARCH approaches Global Economic Review. 39: 129-149 |
| Choi K, Yu WC, Zivot E. (2010) Long memory versus structural breaks in modeling and forecasting realized volatility Journal of International Money and Finance. 29: 857-875 |
| Moon GH, Yu WC, Hong CH. (2009) Dynamic hedging performance with the evaluation of multivariate GARCH models: Evidence from KOSTAR index futures Applied Economics Letters. 16: 913-919 |
| Yu WC. (2009) Markov switching and long memory: A Monte Carlo analysis Applied Economics Letters. 16: 1205-1210 |
| Yu WC, Salyards DM. (2009) Parsimonious modeling and forecasting of corporate yield curve Journal of Forecasting. 28: 73-88 |