Concepedia

Anthony S. Tay

AS

Statistics

Publications

14

Citations

1.2K

H-Index

11

Active since

1997

Affiliations

Singapore Management University(Current)

University of Pennsylvania

University of Toronto

National University of Singapore

National Bureau of Economic Research

Anthony S. Tay is an author at Singapore Management University specializing in business, economics, and finance.

Top concepts

BusinessFinanceEconomicsForecastingAsset PricingStatisticsEngineeringEconomic AnalysisVolume PredictionFinancial Economics

Publications per year

1997–2010

14

Publications

14

Multivariate Density Forecast Evaluation and Calibration In Financial Risk Management: High-Frequency Returns on Foreign Exchange

Francis X. Diebold, Jinyong Hahn, Anthony S. Tay · The Review of Economics and Statistics · 1999 · 356 citations

Density forecasting: a survey

Anthony S. Tay, Kenneth F. Wallis · Journal of Forecasting · 2000 · 320 citations

Forecasting Methodology, Engineering, Volume Prediction +16

Evaluating Density Forecasts with Applications to Financial Risk Management

Francis X. Diebold, Todd A. Gunther, Anthony S. Tay · International Economic Review · 1998 · 288 citations · Full text

Evaluating Density Forecasts

Francis X. Diebold, Todd A. Gunther, Anthony S. Tay · 1997 · 49 citations · Full text

Forecasting Methodology, Density Forecasting, Engineering +12

Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness

Aamir Rafique Hashmi, Anthony S. Tay · Journal of International Money and Finance · 2007 · 37 citations

Empirical Finance, Economics, Volatility Modeling +12

1–5 of 14