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Search: person:"Chen, C.W.S."
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18
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11
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28
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Chen, Cathy W. S.
28
So, Mike Ka-pui
7
Gerlach, Richard
5
Lin, Edward M. H.
5
Chiang, Thomas C.
3
Dong, Manh Cuong
3
Lin, Tsai-Yu
3
Songsak Sriboonchitta
3
Asai, Manabu
2
Lee, Sangyeol
2
Chan, Nancy Y. C.
1
Chen, Ming-tien
1
Chen, Shu-yu
1
Gerlach, Richard H.
1
Hsu, Hsiao-Yun
1
Huang, T. Y.
1
Huang, Tara F. J.
1
Hwang, Bruce B. K.
1
Lee, Jack C.
1
Lee, Sangyoel
1
Lee, W. C. W.
1
Li, Muyi
1
Lin, Simon
1
McAleer, Michael
1
Nguyen, Nga T. H.
1
Syu, Fong-Yi
1
Than-Thi, Hong
1
Tian, Shaonan
1
Wang, Zona
1
Watanabe, Toshiaki
1
Yu, Philip L. H.
1
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Journal of forecasting
8
Computational economics
5
International journal of forecasting
3
The North American journal of economics and finance : a journal of financial economics studies
3
Finance research letters
2
International journal of finance & economics : IJFE
1
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
1
Journal of economics & business
1
Journal of financial econometrics : official journal of the Society for Financial Econometrics
1
Multinational finance journal : MF ; quarterly publication of the Multinational Finance Society
1
Special issue on Bayesian forecasting
1
The Japanese economic review : the journal of the Japanese Economic Association
1
The journal of risk model validation
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ECONIS (ZBW)
28
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28
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1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
3
Bayesian quantile forecasting via the realized hysteretic GARCH model
Chen, Cathy W. S.
;
Lin, Edward M. H.
;
Huang, Tara F. J.
- In:
Journal of forecasting
41
(
2022
)
7
,
pp. 1317-1337
Persistent link: https://www.econbiz.de/10013465697
Saved in:
4
On a bivariate hysteretic AR-GARCH model with conditional asymmetry in correlations
Chen, Cathy W. S.
;
Than-Thi, Hong
;
Asai, Manabu
- In:
Computational economics
58
(
2021
)
2
,
pp. 413-433
Persistent link: https://www.econbiz.de/10012615031
Saved in:
5
Multi-asset pair-trading strategy : a statistical learning approach
Lin, Tsai-Yu
;
Chen, Cathy W. S.
;
Syu, Fong-Yi
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667381
Saved in:
6
Incorporating volatility in tolerance intervals for pair-trading strategy and backtesting
Chen, Cathy W. S.
;
Lin, Tsai-Yu
;
Huang, T. Y.
- In:
The journal of risk model validation
13
(
2019
)
1
,
pp. 63-94
Persistent link: https://www.econbiz.de/10012020269
Saved in:
7
How strong is the relationship among gold and USD exchange rates? : analytics based on structural change models
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Lee, Sangyoel
; …
- In:
Computational economics
53
(
2019
)
1
,
pp. 343-366
Persistent link: https://www.econbiz.de/10012134682
Saved in:
8
Predicting failure risk using financial ratios : quantile hazard model approach
Dong, Manh Cuong
;
Tian, Shaonan
;
Chen, Cathy W. S.
- In:
The North American journal of economics and finance : a …
44
(
2018
),
pp. 204-220
Persistent link: https://www.econbiz.de/10012036537
Saved in:
9
Nonparametric tolerance limits for pair trading
Chen, Cathy W. S.
;
Lin, Tsai-Yu
- In:
Finance research letters
21
(
2017
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011807239
Saved in:
10
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
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