Personal Information
Unternehmen/Arbeitsplatz
Taipei City, Taiwan Taiwan
Beruf
Economist, Academia Sinica & Professor NCTU
Branche
Education
Info
I am an applied econometrician, specialized in modeling financial volatilities and forecasting macroeconomy. Some of my research works are very well cited, with more than 6400 total google scholar citations. The most cited three are Chou, 1988, J Applied Econometrics; Bollerslev, Chou, Kroner, 1992, J Econometrics; and Chou, 2005, JMCB. For details of my paper citations, see https://scholar.google.com.tw/citations?user=rRwIk2wAAAAJ&hl=zh-TW.
Currently, I am interested in the information content of the range (high-low spread) of asset prices with applications in volatility forecasting, risk management, and asset pricing.
I am now (since 2009) head of the macroeconomic forecas...
Personal Information
Unternehmen/Arbeitsplatz
Taipei City, Taiwan Taiwan
Beruf
Economist, Academia Sinica & Professor NCTU
Branche
Education
Info
I am an applied econometrician, specialized in modeling financial volatilities and forecasting macroeconomy. Some of my research works are very well cited, with more than 6400 total google scholar citations. The most cited three are Chou, 1988, J Applied Econometrics; Bollerslev, Chou, Kroner, 1992, J Econometrics; and Chou, 2005, JMCB. For details of my paper citations, see https://scholar.google.com.tw/citations?user=rRwIk2wAAAAJ&hl=zh-TW.
Currently, I am interested in the information content of the range (high-low spread) of asset prices with applications in volatility forecasting, risk management, and asset pricing.
I am now (since 2009) head of the macroeconomic forecas...