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Tay, Anthony S.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
1,359 |
Total
Citations
442 |
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1.
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Christoffersen, Peter
University of Toronto - Rotman School of Management Diebold, Francis X.
University of Pennsylvania - Department of Economics Mariano, Roberto S.
Singapore Management University Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences
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591
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4
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Volatility, variance, skewness, kurtosis, market timing, asset management, asset allocation, portfolio management
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2.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Gunther, Todd A.
affiliation not provided to SSRN Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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302
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151
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3.
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Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics Premaratne, Gamini
University of Illinois at Urbana-Champaign - Department of Economics
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193
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Conditional skewness, Runs test, ARCD model, Hansen t, heteroskewness, heterokurtosis, third moments, time-varying higher moments
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4.
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Time-Varying Incentives in the Mutual Fund Industry
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Olivier, Jacques
HEC Paris (Groupe HEC) - Finance Department Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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Posted:
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20 Aug 08
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Last Revised:
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14 Mar 13
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94
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Olivier, Jacques
HEC Paris (Groupe HEC) - Finance Department Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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14 Oct 08
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Last Revised:
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14 Mar 13
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92
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Mutual funds, Incentives, Flow-Performance Relationship, Convexity, Business Cycles
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Olivier, Jacques
HEC Paris (Groupe HEC) - Finance Department Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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2
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1
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Business Cycle, Convexity, Flow-performance Relationship, Incentives, Mutual Funds
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5.
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Hashmi, Aamir Rafique
National University of Singapore Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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75
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8
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Asymmetries, Skewness, Volatility, Spillover, Stock returns
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6.
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Real-Time Multivariate Density Forecast Evaluation and Calibration: Monitoring the Risk of High-Frequency Returns on Foreign Exchange
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Versions (1)
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Hahn, Jinyong
University of California, Los Angeles Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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Posted:
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26 Feb 99
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Last Revised:
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11 Oct 10
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22
(202,445)
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Hahn, Jinyong
University of California, Los Angeles Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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22
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7.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Gunther, Todd A.
affiliation not provided to SSRN Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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34
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202
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8.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Hahn, Jinyong
University of California, Los Angeles Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics
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24
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5
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9.
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Diebold, Francis X.
University of Pennsylvania - Department of Economics Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics Wallis, Kenneth F.
University of Warwick - Department of Economics
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24
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62
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10.
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Tay, Anthony S.
National University of Singapore (NUS) - Department of Economics Ting, Christopher
Singapore Management University - School of Business Tse, Yiu Kuen
Singapore Management University - School of Economics & Social Sciences Warachka, Mitch
Claremont Colleges - Robert Day School of Economics and Finance
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C410, G120, autoregressive conditional duration, market microstructure, probability of informed trading, transaction data, Weibull distribution
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