Title/Affiliation：Research Fellow，Institute of Economics，Academia Sinica

Research Interests：Applied econometrics，Financial economics，Market Pricing，Risk control and management Model

Email：rchou@econ.sinica.edu.tw

Journal Articles

2009

1、Ray Yeutien Chou, Chun-Chou Wu, Nathan Liu.Forecasting time-varying covariance with a range-based dynamic conditional correlation model.Review of Quantitative Finance and Accounting, Online First.

(Database: Springer Standard Collection)

2005

2、Ray Yeutien Chou.Forecasting Financial Volatilities with Extreme Values: The Conditional Autoregressive Range (CARR) Model. Journal of Money, Credit, and Banking, 2005,37(3): 561-582. (Database: EBSCO BSP)

2000

3、Yi-Ting Chen, Ray Y. Chou, Chung-Ming Kuan.Testing Time Reversibility without Moment Restrictions.Journal of Econometrics, 2000,95(1):199-218. (Database: Elsevier ScienceDirect Complete)

4、Eric Chang, Ray Y. Chou, Edward F. Nelling.Market volatility and the demand for hedging in stock index futures.Journal of Futures Markets, 2000,20(2): 105-125. (Database：Wiley InterScience)

1999

5、Ray Yeutien Chou, Jin-Lung Lin, Chung-Shu Wu.Modeling Taiwan Stock Market and the International Linkages.Pacific Economic Review,1999,4(3): 305-320. (Database: EBSCO BSP)

1996

6、Ray Yeutien Chou, Richard J. Cebula.Determinants of Geographic Differentials in the Savings and Loan Failure Rate: A Heteroskedastic TOBIT Estimation. Journal of Financial Services Research, 1996,10(1): 5-25.

(Database: EBSCO BSP)

1992

7、Tim Bollerslev, Ray Y. Chou, Kenneth F. Kroner.ARCH modeling in finance: A review of the theory and empirical evidence.Journal of Econometrics, 1992,52(1/2): 5-59. (Database: Elsevier ScienceDirect Complete) Abstract Only

8、Ray Chou, Robert F. Engle, Alex Kane.Measuring risk aversion from excess returns on a stock index. Journal of Econometrics, 1992,52(1/2): 201-224. (Database: Elsevier ScienceDirect Complete) Abstract Only

1988

9、Ray Yeutien Chou.Volatility Persistence and Stock Valuations: Some Empirical Evidence Using GARCH. Journal of Applied Econometrics, 1988,3(4): 279-294. (Database: ABI/INFORM Global)