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Ray Y. Chou

SSRN Author Rank: 32,992 by Downloads and 39,837 by Citations

 Associate Research Fellow
 

Academia Sinica


 128 Academia Road, Section 2
 Nankang
 Taipei, 11529
 Taiwan
 email address

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. Ray Y. Chou's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
946
Total
Citations
4
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Range Volatility Models and Their Applications in Finance | Show Abstract | Download This Paper | Open PDF in Browser |
HANDBOOK OF QUANTITATIVE FINANCE AND RISK MANAGEMENT, Cheng-Few Lee and Alice C. Lee, eds., 2009
Number of Pages in PDF File: 25
Chou, Ray Y.
Academia Sinica
Liu, Nathan
Institute of Finance, National Chiao Tung University
Posted:
10 Jun 08
Last Revised:
02 Feb 09
717
(23,571)
2

2.  
Chou, Ray Y.
Academia Sinica
Liu, Nathan
Institute of Finance, National Chiao Tung University
Posted:
22 Jan 09
193
(113,889)
2

3.  
Interest Rate Risk Propagation: Evidence from the Credit Crunch | Show Abstract |
North American Journal of Economics and Finance, Vol. 28, p. 242-264, 2014
Yang, Hsin-Feng
Independent
Liu, Chih-Liang
National Yunlin University of Science and Technology - Department of Finance
Chou, Ray Y.
Academia Sinica
Posted:
12 Sep 16
 

4.  
Outlier Detection in the Lognormal Logarithmic Conditional Autoregressive Range Model | Show Abstract | Add to Cart |
Oxford Bulletin of Economics and Statistics, Vol. 78, Issue 1, pp. 126-144, 2016
Number of Pages in PDF File: 19
Chiang, Min-Hsien
National Cheng Kung University - Institute of International Business
Chou, Ray Y.
Academia Sinica
Wang, Li‐Min
affiliation not provided to SSRN
Posted:
20 Jan 16
0
(513,144)
 

5.  
Range Volatility: A Review of Models and Empirical Studiues | Show Abstract |
Handbook of Financial Econometrics and Statistics, Forthcoming
Chou, Ray Y.
Academia Sinica
Liu, Nathan
Institute of Finance, National Chiao Tung University
Posted:
30 Oct 12
 

6.  
Swamy, P.A.V.B.
affiliation not provided to SSRN
Barth, James R.
Auburn University
Chou, Ray Y.
Academia Sinica
Jahera, John S.
Auburn University - Harbert College of Business
Posted:
25 Aug 98
 

7.  
Chou, Ray Y.
Academia Sinica
Ng, Victor K.
International Monetary Fund (IMF) - Research Department
Posted:
24 Aug 98
 


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