Concepedia

Ray Yeutien Chou

RY

Statistics

Publications

21

Citations

6.1K

H-Index

16

Active since

1988

Affiliations

Institute of Economics, Academia Sinica(Current)

National Yang Ming Chiao Tung University

Academia Sinica

Georgia Institute of Technology

National Yunlin University of Science and Technology

Ray Yeutien Chou is an author at Institute of Economics, Academia Sinica specializing in business, finance, and economics.

Top concepts

BusinessFinanceEconomicsFinancial EconomicsAsset PricingVolatility ModelingStatisticsEconometricsGlobal FinanceManagement

Publications per year

1988–2019

21

Publications

21

ARCH modeling in finance

Tim Bollerslev, Ray Yeutien Chou, Kenneth F. Kroner · Journal of Econometrics · 1992 · 4.4K citations

Economics, Computational Finance, Financial Economics +5

Volatility persistence and stock valuations: Some empirical evidence using garch

Ray Yeutien Chou · Journal of Applied Econometrics · 1988 · 530 citations

Empirical Finance, Volatility Persistence, Economics +6

Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model

Ray Yeutien Chou · Journal of money credit and banking · 2005 · 366 citations

Volatility Modeling, Financial Volatilities, Engineering +19

Explaining international stock correlations with CPI fluctuations and market volatility

Yijie Cai, Ray Yeutien Chou, Dan Li · Journal of Banking & Finance · 2009 · 119 citations

Volatility Modeling, Economics, Financial Economics +7

The sources of bank productivity growth in China during 2002–2009: A disaggregation view

Tzu‐Pu Chang, Jin‐Li Hu, Ray Yeutien Chou et al. · Journal of Banking & Finance · 2012 · 107 citations

Productivity, Economics, Macroeconomics +7

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