| ARCH modeling in finance: A review of the theory and empirical evidence T Bollerslev, RY Chou, KF Kroner Journal of econometrics 52 (1-2), 5-59, 1992 | 7210 | 1992 |
| Volatility persistence and stock valuations: Some empirical evidence using GARCH RY Chou Journal of applied econometrics, 279-294, 1988 | 951 | 1988 |
| Forecasting financial volatilities with extreme values: the conditional autoregressive range (CARR) model RY Chou Journal of Money, Credit and Banking, 561-582, 2005 | 494 | 2005 |
| Measuring risk aversion from excess returns on a stock index R Chou, RF Engle, A Kane Journal of Econometrics 52 (1-2), 201-224, 1992 | 249 | 1992 |
| Market volatility and the demand for hedging in stock index futures E Chang, RY Chou, EF Nelling Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2000 | 139 | 2000 |
| The sources of bank productivity growth in China during 2002–2009: A disaggregation view TP Chang, JL Hu, RY Chou, L Sun Journal of Banking & Finance 36 (7), 1997-2006, 2012 | 133 | 2012 |
| Explaining international stock correlations with CPI fluctuations and market volatility Y Cai, RY Chou, D Li Journal of Banking & Finance 33 (11), 2026-2035, 2009 | 120 | 2009 |
| Cointegration of international stock market indices MRYT Chou, MV Ng, LK Pi International Monetary Fund, 1994 | 115 | 1994 |
| Range volatility models and their applications in finance RY Chou, H Chou, N Liu Handbook of quantitative finance and risk management, 1273-1281, 2010 | 114 | 2010 |
| Testing time reversibility without moment restrictions YT Chen, RY Chou, CM Kuan Journal of Econometrics 95 (1), 199-218, 2000 | 101 | 2000 |
| Modeling the Taiwan stock market and international linkages RY Chou, JL Lin, C Wu Pacific Economic Review 4 (3), 305-320, 1999 | 75 | 1999 |
| The economic value of volatility timing using a range-based volatility model RY Chou, N Liu Journal of Economic Dynamics and Control 34 (11), 2288-2301, 2010 | 74 | 2010 |
| An examination of the behavior of Pacific-Basin stock market volatility V Ng, RP Chang, RY Chou Pacific-Basin capital markets research 2 (3), 245-260, 1991 | 74 | 1991 |
| Forecasting time-varying covariance with a range-based dynamic conditional correlation model RY Chou, CC Wu, N Liu Review of Quantitative Finance and Accounting 33, 327-345, 2009 | 67 | 2009 |
| Modeling the asymmetry of stock movements using price ranges RY Chou Econometric Analysis of Financial and Economic Time Series, 231-257, 2006 | 63 | 2006 |
| Anchoring effect on foreign institutional investors’ momentum trading behavior: Evidence from the Taiwan stock market LC Liao, RY Chou, B Chiu The North American Journal of Economics and Finance 26, 72-91, 2013 | 60 | 2013 |
| Bank diversification and systemic risk HF Yang, CL Liu, RY Chou The Quarterly Review of Economics and Finance 77, 311-326, 2020 | 57 | 2020 |
| Range volatility: a review of models and empirical studies RY Chou, H Chou, N Liu Handbook of financial econometrics and statistics, 2029-2050, 2015 | 44 | 2015 |
| Determinants of US commercial bank performance: regulatory and econometric issues PAVB Swamy, JR Barth, RY Chou, JS Jahera Available at SSRN 6649, 1996 | 36 | 1996 |
| Determinants of geographic differentials in the savings and loan failure rate: A heteroskedastic TOBIT estimation RY Chou, RJ Cebula Journal of Financial Services Research 10 (1), 5-25, 1996 | 34 | 1996 |
Tim BollerslevDuke UniversityVerified email at duke.edu
