William Yu

UCLA Anderson School of Management, Anderson Forecast

Economist

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

SCHOLARLY PAPERS

11

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SSRN CITATIONS
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SSRN RANKINGS

Top 29,259

in Total Papers Citations

2

CROSSREF CITATIONS

22

Scholarly Papers (11)

1.

Forecasting the Term Structures of Treasury and Corporate Yields: Dynamic Nelson-Siegel Models Evaluation

International Journal of Forecasting, Forthcoming
Number of pages: 29 Posted: 09 Jan 2009 Last Revised: 18 May 2010
William Yu and Eric Zivot
UCLA Anderson School of Management, Anderson Forecast and University of Washington - Department of Economics
Downloads 460 (64,897)

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Treasury Yields, Corporate Yields, Term Structures Forecasting, Nelson Siegel Model

2.

Volatility Spillovers between the US and the China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches

Global Economic Review, Forthcoming
Number of pages: 36 Posted: 09 Jan 2009 Last Revised: 24 Apr 2010
Gyu-Hyun Moon and William Yu
Hyupsung University and UCLA Anderson School of Management, Anderson Forecast
Downloads 358 (87,199)

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Volatility Spillover, China Stock Market, Structural Break, CARCH Model

3.

Dynamic Hedging Performance with the Evaluation of Multivariate GARCH Models: Evidence from KOSTAR Index Futures

Applied Economics Letters, Forthcoming
Number of pages: 19 Posted: 09 Jan 2009 Last Revised: 26 May 2010
Gyu-Hyun Moon, William Yu and Chung-Hyo Hong
Hyupsung University, UCLA Anderson School of Management, Anderson Forecast and Korea Deposit Insurance Corporation
Downloads 200 (159,545)

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KOSTAR index futures, Hedge performance, Rolling OLS, Multivariate GARCH, Utility function

4.

The Housing Price Forecasting and the Outbreak of the Financial Crisis: Evidence of the Arima Model

Number of pages: 14 Posted: 18 May 2010
Yi-Chi Chen and William Yu
National Cheng Kung University - Department of Economics and UCLA Anderson School of Management, Anderson Forecast
Downloads 186 (170,465)
Citation 1

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Financial Crisis, ARIMA, Housing Price Forecasting

5.

Term Time Employment and the Academic Performance of Undergraduates

Journal of Education Finance, Vol. 35, No. 4, pp. 359-374, Spring 2010
Number of pages: 28 Posted: 10 Feb 2009 Last Revised: 06 Apr 2010
Michael Wenz and William Yu
Northeastern Illinois University Department of Economics and UCLA Anderson School of Management, Anderson Forecast
Downloads 167 (187,407)

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Student Labor Supply

6.

Long Memory Versus Structural Breaks in Modeling and Forecasting Realized Volatility

Journal of International Money and Finance, Forthcoming
Number of pages: 36 Posted: 09 Jan 2009 Last Revised: 19 Oct 2009
Kyongwook Choi, William Yu and Eric Zivot
Ohio University - Department of Economics, UCLA Anderson School of Management, Anderson Forecast and University of Washington - Department of Economics
Downloads 138 (219,662)
Citation 1

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Realize volatility, Exchange rate, Long memory, Structural break, Fractional integration, Volatility forecasting

7.

Predicting Stock Volatility Using After-Hours Information

Number of pages: 38 Posted: 09 Jan 2009 Last Revised: 23 Jan 2009
Chun-hung Chen, William Yu and Eric Zivot
affiliation not provided to SSRN, UCLA Anderson School of Management, Anderson Forecast and University of Washington - Department of Economics
Downloads 112 (256,987)
Citation 1

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After hours information, Volatility forecasting, GARCH, SEMIFAR

8.

Markov Switching and Long Memory: A Monte Carlo Analysis

Applied Economics Letters, Forthcoming
Number of pages: 11 Posted: 09 Jan 2009
William Yu
UCLA Anderson School of Management, Anderson Forecast
Downloads 75 (332,150)

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Markov-switching model, long memory, Monte Carlo experiment, GPH test, SEMIFAR test

9.

Cigarette Taxes and Respiratory Cancers: New Evidence from Panel Co-Integration Analysis

Number of pages: 23 Posted: 27 May 2010 Last Revised: 14 Sep 2010
Echu Liu, Hsin-Ling Hsieh and William Yu
Southern Illinois University at Carbondale, Northern Michigan University and UCLA Anderson School of Management, Anderson Forecast
Downloads 53 (396,434)
Citation 1

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Cigarette Tax, Panel Co-integration, Panel unit roots, respiratory cancers

10.

Stochastic Seasonality, Contemporaneous Inference, and Forecasting in the Presence of Volatile Weather

Number of pages: 49 Posted: 21 Jul 2014 Last Revised: 02 Sep 2017
Jerry Nickelsburg and William Yu
University of California, Los Angeles (UCLA) - Anderson Forecast and UCLA Anderson School of Management, Anderson Forecast
Downloads 20 (546,655)

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Seasonal adjustment, Stochastic seasonality, Forecasting, Inference, Temperature, Weather

11.

A Securitised Market for Human Capital

Economic Affairs, Vol. 28, Issue 3, pp. 50-56, September 2008
Number of pages: 7 Posted: 12 Sep 2008
William Yu and Donald M. Salyards
UCLA Anderson School of Management, Anderson Forecast and affiliation not provided to SSRN
Downloads 2 (669,453)
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