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Cathy W. S. Chen
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2020 – today
- 2024
- [j29]Cathy W. S. Chen, Rosaria Lombardo, Enrico Ripamonti:
High-dimensional data analysis and visualisation. Comput. Stat. 39(1): 1-2 (2024) - [j28]Feng-Chi Liu
, Cathy W. S. Chen
, Cheng-Ying Ho:
Bayesian Forecasting of Bounded Poisson Distributed Time Series. Entropy 26(1): 16 (2024) - 2023
- [j27]Kai Y. K. Wang
, Cathy W. S. Chen
, Mike K. P. So
:
Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. Comput. Stat. Data Anal. 182: 107702 (2023) - [j26]Cathy W. S. Chen
, Chun-Shu Chen, Mo-Hua Hsiung:
Bayesian modeling of spatial integer-valued time series. Comput. Stat. Data Anal. 188: 107827 (2023) - 2021
- [j25]Cathy W. S. Chen
, Sangyeol Lee
, Khemmanant Khamthong:
Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. Comput. Stat. 36(1): 261-281 (2021) - [j24]Cathy W. S. Chen
, L. M. Chiu:
Ordinal Time Series Forecasting of the Air Quality Index. Entropy 23(9): 1167 (2021)
2010 – 2019
- 2019
- [p3]Hong Than-Thi, Manh Cuong Dong
, Cathy W. S. Chen:
Bayesian Modelling Structural Changes on Housing Price Dynamics. Structural Changes and their Econometric Modeling 2019: 83-104 - 2018
- [p2]Cathy W. S. Chen
, Yu-Wen Sun:
Bayesian Forecasting for Tail Risk. Predictive Econometrics and Big Data 2018: 122-145 - 2017
- [p1]Cathy W. S. Chen, Khemmanant Khamthong, Sangyeol Lee:
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression. Robustness in Econometrics 2017: 111-134 - 2016
- [j23]Cathy W. S. Chen
, Sangyeol Lee
:
Generalized Poisson autoregressive models for time series of counts. Comput. Stat. Data Anal. 99: 51-67 (2016) - [j22]Cathy W. S. Chen
, Sangyeol Lee
, Shu-Yu Chen:
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. Comput. Stat. 31(1): 1-24 (2016) - 2014
- [j21]Cathy W. S. Chen
, David B. Dunson, Sylvia Frühwirth-Schnatter
, Stephen G. Walker:
Special issue on Bayesian computing, methods and applications. Comput. Stat. Data Anal. 71: 273 (2014) - [j20]Erricos John Kontoghiorghes
, Herman K. van Dijk
, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran
, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola
, Monica Billio
, Cathy W. S. Chen
, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq
, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon
, Stefan Mittnik, Yasuhiro Omori
, D. S. G. Pollock, Tommaso Proietti
, Jeroen V. K. Rombouts, Olivier Scaillet
, Willi Semmler, Mike K. P. So
, Mark F. J. Steel, Robert Taylor
, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu:
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76: 1-3 (2014) - [j19]Cathy W. S. Chen
, Richard Gerlach
, Edward M. H. Lin
:
Bayesian estimation of smoothly mixing time-varying parameter GARCH models. Comput. Stat. Data Anal. 76: 194-209 (2014) - [c1]Cathy W. S. Chen
, Max Chen, Shu-Yu Chen:
Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models. TES 2014: 127-140 - 2013
- [j18]Cathy W. S. Chen
, Richard Gerlach
:
Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. Comput. Stat. 28(3): 1103-1131 (2013) - [j17]Cathy W. S. Chen
, Feng-Chi Liu
, Mike K. P. So
:
Threshold variable selection of asymmetric stochastic volatility models. Comput. Stat. 28(6): 2415-2447 (2013) - 2012
- [j16]David A. Belsley, Erricos John Kontoghiorghes
, Herman K. van Dijk
, Luc Bauwens, Siem Jan Koopman, Michael McAleer, Alessandra Amendola, Monica Billio
, Christophe Croux
, Cathy W. S. Chen
, Russell Davidson, Pierre Duchesne, Paolo Foschi
, Christian Francq
, Ana-María Fuertes, Gary Koop, Lynda Khalaf, Marc S. Paolella
, D. S. G. Pollock, Esther Ruiz
, Richard Paap, Tommaso Proietti
, Peter Winker
, Philip L. H. Yu, Jean-Michel Zakoian
, Achim Zeileis
:
The Annals of Computational and Financial Econometrics, first issue. Comput. Stat. Data Anal. 56(11): 2991-2992 (2012) - [j15]Jennifer So-Kuen Chan
, Connie P. Y. Lam, Philip L. H. Yu, S. T. Boris Choy
, Cathy W. S. Chen
:
A Bayesian conditional autoregressive geometric process model for range data. Comput. Stat. Data Anal. 56(11): 3006-3019 (2012) - [j14]David A. Belsley, Cathy W. S. Chen
, Christian Francq
, Giampiero M. Gallo
, Lynda Khalaf, Erricos John Kontoghiorghes
, Herman K. van Dijk
:
The sixth special issue on computational econometrics. Comput. Stat. Data Anal. 56(11): 3307-3308 (2012) - [j13]Masanobu Taniguchi, Cathy W. S. Chen
, Junichi Hirukawa, Hiroshi Shiraishi, Kenichiro Tamaki, David Veredas:
Statistical Estimation of Portfolios for Dependent Financial Returns. Adv. Decis. Sci. 2012: 681490:1-681490:3 (2012) - 2011
- [j12]Cathy W. S. Chen
, Jennifer So-Kuen Chan
, Mike K. P. So
, Kevin K. M. Lee:
Classification in segmented regression problems. Comput. Stat. Data Anal. 55(7): 2276-2287 (2011) - [j11]Cathy W. S. Chen
, Feng-Chi Liu
, Richard Gerlach
:
Bayesian subset selection for threshold autoregressive moving-average models. Comput. Stat. 26(1): 1-30 (2011) - [j10]Cathy W. S. Chen
, Jennifer So-Kuen Chan
, Richard Gerlach
, William Y. L. Hsieh:
A comparison of estimators for regression models with change points. Stat. Comput. 21(3): 395-414 (2011)
2000 – 2009
- 2009
- [j9]Cathy W. S. Chen
, Richard Gerlach
, D. C. M. Wei:
Bayesian causal effects in quantiles: Accounting for heteroscedasticity. Comput. Stat. Data Anal. 53(6): 1993-2007 (2009) - [j8]YiHao Lai, Cathy W. S. Chen
, Richard Gerlach
:
Optimal dynamic hedging via copula-threshold-GARCH models. Math. Comput. Simul. 79(8): 2609-2624 (2009) - [j7]Cathy W. S. Chen
, Richard Gerlach
, Nick Y. P. Cheng, Y. L. Yang:
The impact of structural breaks on the integration of the ASEAN-5 stock markets. Math. Comput. Simul. 79(8): 2654-2664 (2009) - 2008
- [j6]Cathy W. S. Chen
, Richard Gerlach
, Edward M. H. Lin
:
Volatility forecasting using threshold heteroskedastic models of the intra-day range. Comput. Stat. Data Anal. 52(6): 2990-3010 (2008) - [j5]Mike K. P. So
, Cathy W. S. Chen
, Jen-Yu Lee, Yi-Ping Chang:
An empirical evaluation of fat-tailed distributions in modeling financial time series. Math. Comput. Simul. 77(1): 96-108 (2008) - [j4]Cathy W. S. Chen
, Richard Gerlach
, Amanda P. J. Tai:
Testing for nonlinearity in mean and volatility for heteroskedastic models. Math. Comput. Simul. 79(3): 489-499 (2008) - [j3]Richard Gerlach
, Cathy W. S. Chen
:
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. Stat. Comput. 18(4): 391-408 (2008) - 2006
- [j2]Cathy W. S. Chen
, Richard Gerlach
, Mike K. P. So
:
Comparison of nonnested asymmetric heteroskedastic models. Comput. Stat. Data Anal. 51(4): 2164-2178 (2006) - 2001
- [j1]Cathy W. S. Chen
, Tsai-Hung Cherng, Berlin Wu:
On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach. Comput. Stat. 16(4): 505-517 (2001)
Coauthor Index
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last updated on 2024-05-19 00:07 CEST by the dblp team
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