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Predicting stock volatility using after-hours information : evidence from the NASDAQ actively traded stocks
Chen, Chun-Hung; Yu, Wei-choun; Zivot, Eric - In: International journal of forecasting 28 (2012) 2, pp. 366-383
Persistent link: https://www.econbiz.de/10009581923
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Essays on the volatility of macroeconomic and financial time series
Yu, Wei-choun - 2006
Persistent link: https://www.econbiz.de/10003973905
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Long memory versus structural breaks in modeling and forecasting realized volatility
Choi, Kyongwook; Yu, Wei-choun; Zivot, Eric - In: Journal of international money and finance 29 (2010) 5, pp. 857-875
Persistent link: https://www.econbiz.de/10003989920
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Volatility spillovers between the US and China stock markets : structural break test with symmetric and asymmetric GARCH approaches
Moon, Gyu-hyen; Yu, Wei-choun - In: Global economic review 39 (2010) 2, pp. 129-149
Persistent link: https://www.econbiz.de/10003997793