William Yu

UCLA Anderson School of Management, Anderson Forecast

Economist

110 Westwood Plaza

Los Angeles, CA 90095-1481

United States

SCHOLARLY PAPERS

11

DOWNLOADS
Rank 34,820

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Top 34,820

in Total Papers Downloads

1,980

SSRN CITATIONS
Rank 31,883

SSRN RANKINGS

Top 31,883

in Total Papers Citations

4

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 521 (75,249)

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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 388 (106,589)

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

3.

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 246 (172,090)
Citation 1

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Financial Crisis, ARIMA, Housing Price Forecasting

4.

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 219 (192,265)

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

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 182 (227,203)
Citation 1

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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 143 (277,453)
Citation 2

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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 120 (316,640)
Citation 1

Abstract:

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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 76 (423,045)

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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 - Southern Illinois University at Carbondale, Northern Michigan University and UCLA Anderson School of Management, Anderson Forecast
Downloads 58 (485,889)
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 25 (663,051)

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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 (859,413)

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