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Chen, Cathy W. S.
7
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4
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Journal of forecasting
Journal of econometrics
1,277
European journal of operational research : EJOR
622
Economics letters
552
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
491
Insurance / Mathematics & economics
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CEMMAP working papers / Centre for Microdata Methods and Practice
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352
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347
International journal of forecasting
333
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304
Journal of the American Statistical Association : JASA
302
Applied economics letters
287
Finance research letters
287
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283
NBER working paper series
280
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
271
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CESifo working papers
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The econometrics journal
211
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Working paper / National Bureau of Economic Research, Inc.
207
Journal of economic dynamics & control
206
Computational economics
205
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
200
Technical report / Sonderforschungsbereich 475 Komplexitätsreduktion in Multivariaten Datenstrukturen, Universität Dortmund
200
IZA Discussion Paper
196
Cowles Foundation discussion paper
194
Working paper / Department of Econometrics and Business Statistics, Monash University
188
Journal of empirical finance
186
International journal of production research
185
Operations research
184
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
181
International review of financial analysis
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ECONIS (ZBW)
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1
A Bayesian realized threshold measurement GARCH framework for financial tail risk forecasting
Wang, Chao
;
Gerlach, Richard
- In:
Journal of forecasting
43
(
2024
)
1
,
pp. 40-57
Persistent link: https://www.econbiz.de/10014443184
Saved in:
2
Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.
;
So, Mike Ka-pui
;
Lin, Edward M. H.
- In:
Journal of forecasting
28
(
2009
)
8
,
pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
Saved in:
3
Tail risk forecasting with semiparametric
regression
models by incorporating overnight information
Chen, Cathy W. S.
;
Koike, Takaaki
;
Shau, Wei-Hsuan
- In:
Journal of forecasting
43
(
2024
)
5
,
pp. 1492-1512
Persistent link: https://www.econbiz.de/10015108416
Saved in:
4
Bayesian assessment of dynamic quantile forecasts
Gerlach, Richard
;
Chen, Cathy W. S.
;
Lin, Edward M. H.
- In:
Journal of forecasting
35
(
2016
)
8
,
pp. 751-764
Persistent link: https://www.econbiz.de/10011633826
Saved in:
5
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:
6
Semiparametric estimation of expected shortfall and its application in finance
Fang, Yan
;
Li, Jian
;
Liu, Yinglin
;
Zhao, Yunfan
- In:
Journal of forecasting
42
(
2023
)
4
,
pp. 835-851
Persistent link: https://www.econbiz.de/10014292830
Saved in:
7
Predicting recessions with leading indicators : model averaging and selection over the business cycle
Berge, Travis J.
- In:
Journal of forecasting
34
(
2015
)
6
,
pp. 455-471
Persistent link: https://www.econbiz.de/10011343630
Saved in:
8
Bayesian analysis of a threshold stochastic volatility model
Wirjanto, Tony S.
;
Kolkiewicz, Adam W.
;
Men, Zhongxian
- In:
Journal of forecasting
35
(
2016
)
5
,
pp. 462-476
Persistent link: https://www.econbiz.de/10011580989
Saved in:
9
A study of value-at-risk based on M-estimators of the conditional heteroscedastic models
Iqbal, Farhat
;
Mukherjee, Kanchan
- In:
Journal of forecasting
31
(
2012
)
5
,
pp. 377-390
Persistent link: https://www.econbiz.de/10009582118
Saved in:
10
Forecasting simultaneously high-dimensional time series : a robust model-based clustering approach
Wang, Yongning
;
Tsay, Ruey S.
;
Ledolter, Johannes
; …
- In:
Journal of forecasting
32
(
2013
)
8
,
pp. 673-684
Persistent link: https://www.econbiz.de/10010344465
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