6
H index
5
i10 index
174
Citations
Wei-Choun Yu : Citation Profile
University of California-Los Angeles (UCLA) | RESEARCH PRODUCTION: 14 Articles 3 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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13 years (2008 - 2021). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Wei-Choun Yu. | Is cited by:
| Cites to:
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Main data
Where Wei-Choun Yu has published?
| Journals with more than one article published | # docs |
|---|---|
| International Journal of Forecasting | 3 |
| Economics Bulletin | 2 |
| Applied Economics Letters | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Washington, Department of Economics | 2 |
Recent works citing Wei-Choun Yu (2025 and 2024)
| Year | Title of citing document |
|---|---|
| 2024 | Model-based and empirical analyses of stochastic fluctuations in economy and finance. (2024). Zadourian, Rubina. In: Papers. RePEc:arx:papers:2408.16010. Full description at Econpapers || Download paper |
| 2025 | Predicting Liquidity-Aware Bond Yields using Causal GANs and Deep Reinforcement Learning with LLM Evaluation. (2025). Sinha, Aarush ; Srinivasan, Srinitish ; Unnikrishnan, Srihari ; Walia, Jaskaran Singh. In: Papers. RePEc:arx:papers:2502.17011. Full description at Econpapers || Download paper |
| 2026 | Statistical modeling of SOFR term structure. (2025). Pennanen, Teemu ; Taoum, Waleed. In: Papers. RePEc:arx:papers:2508.02691. Full description at Econpapers || Download paper |
| 2025 | Ultimate Forward Rate Prediction and its Application to Bond Yield Forecasting: A Machine Learning Perspective. (2025). Hong, YI ; Du, Jiawei. In: Papers. RePEc:arx:papers:2601.00011. Full description at Econpapers || Download paper |
| 2024 | Return and volatility connectedness and net directional patterns in spillover transmissions: East and Southeast Asian equity markets. (2024). Bagirov, Miramir ; Mateus, Irina. In: International Review of Finance. RePEc:bla:irvfin:v:24:y:2024:i:1:p:83-103. Full description at Econpapers || Download paper |
| 2024 | Yield curve trading strategies exploiting sentiment data. (2024). Serwart, Jan ; Audrino, Francesco. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001517. Full description at Econpapers || Download paper |
| 2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper |
| 2024 | Vulnerability of a developing stock market to openness: One-way return and volatility transmissions. (2024). Ibrahim, Masud Usman ; Hassan, Aminu ; Bala, Ahmed Jinjiri. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001169. Full description at Econpapers || Download paper |
| 2025 | Soft commodity volatility prediction: A perspective of climate risk concerns. (2025). Yao, Zhigang ; Liu, Yao. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pc:s1544612325013078. Full description at Econpapers || Download paper |
| 2024 | The price continuity, return and volatility spillover effects of regular and after-hours trading. (2024). Chang, Ting-Huan ; Chiou, De-Shin ; Hsiao, I-Fan ; Chiu, Chien-Liang. In: PLOS ONE. RePEc:plo:pone00:0299207. Full description at Econpapers || Download paper |
| 2025 | Change-points and functional features of intraday volatility in China stock market. (2025). Liu, Zhenya ; Boubaker, Sabri ; Zhai, Ling. In: Annals of Operations Research. RePEc:spr:annopr:v:352:y:2025:i:3:d:10.1007_s10479-022-05014-6. Full description at Econpapers || Download paper |
| 2026 | Green spread of US municipal bonds. (2026). Peters, Gareth W ; Dupuy, Philippe ; Bernard, Carole ; Sojoudi, Mahdi. In: Annals of Operations Research. RePEc:spr:annopr:v:357:y:2026:i:1:d:10.1007_s10479-025-06479-x. Full description at Econpapers || Download paper |
| 2024 | Long memory in volatility in foreign exchange markets: evidence from selected countries in Africa. (2024). Kuttu, Saint ; Abor, Joshua Yindenaba ; Amewu, Godfred. In: Journal of Economics and Finance. RePEc:spr:jecfin:v:48:y:2024:i:2:d:10.1007_s12197-024-09668-9. Full description at Econpapers || Download paper |
| 2024 | Unemployment Hysteresis by Sex and Education Attainment in the EU. (2024). Gil-Alana, Luis ; Cuestas, Juan. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:15:y:2024:i:1:d:10.1007_s13132-023-01106-1. Full description at Econpapers || Download paper |
Works by Wei-Choun Yu:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2008 | A SECURITISED MARKET FOR HUMAN CAPITAL In: Economic Affairs. [Full Text][Citation analysis] | article | 0 |
| 2008 | Macroeconomic and financial market volatilities: an empirical evidence of factor model In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Structural change in the forward discount: a Bayesian analysis of forward rate unbiasedness hypothesis In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
| 2011 | Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 28 |
| 2011 | Forecasting the term structures of Treasury and corporate yields using dynamic Nelson-Siegel models.(2011) In: International Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
| 2012 | Predicting stock volatility using after-hours information: Evidence from the NASDAQ actively traded stocks In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 21 |
| 2010 | Long memory versus structural breaks in modeling and forecasting realized volatility In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 70 |
| 2008 | Long Memory versus Structural Breaks in Modeling and Forecasting Realized Volatility.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 70 | paper | |
| 2016 | TAX EVASION AND CURRENCY RATIO: PANEL EVIDENCE FROM DEVELOPING COUNTRIES In: Post-Print. [Citation analysis] | paper | 0 |
| 2012 | Determinants and probability prediction of college student retention: new evidence from the Probit model In: International Journal of Education Economics and Development. [Full Text][Citation analysis] | article | 6 |
| 2009 | Parsimonious modeling and forecasting of corporate yield curve In: Journal of Forecasting. [Full Text][Citation analysis] | article | 10 |
| 2021 | On the Consequences of the Discontinuation of the Eleventh District Cost of Funds Index In: The Journal of Real Estate Finance and Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Housing Price Fundamentals through the Business Cycle In: European Journal of Business Science and Technology. [Full Text][Citation analysis] | article | 0 |
| 2009 | Markov switching and long memory: a Monte Carlo analysis In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2009 | Dynamic hedging performance with the evaluation of multivariate GARCH models: evidence from KOSTAR index futures In: Applied Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2010 | Volatility Spillovers between the US and China Stock Markets: Structural Break Test with Symmetric and Asymmetric GARCH Approaches In: Global Economic Review. [Full Text][Citation analysis] | article | 32 |
| 2009 | Predicting Stock Volatility Using After-Hours Information In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated March, 14 2026. Contact: CitEc Team