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~person:"Chen, Cathy W. S."
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Chen, Cathy W. S.
Gerlach, Richard H.
16
So, Mike K. P.
15
Lin, Edward M. H.
14
Gerlach, Richard
12
So, Mike Ka-pui
7
Hwang, Bruce B. K.
6
McAleer, Michael
6
Chen, C. S.
5
Chiang, Thomas C.
5
Dong, Manh Cuong
5
Chiang, Thomas Chinan
4
Lin, Edward M.H.
4
Liu, Feng-Chi
4
Yu, Min-Teh
4
Asai, Manabu
3
Chan, Nancy Y. C.
3
Chen, Zhengxiang
3
Lee, Sangyeol
3
Lee, W. C. W.
3
Lin, Ann M. H.
3
Lin, Simon
3
Lin, Tsai-Yu
3
Songsak Sriboonchitta
3
Yu, Philip L. H.
3
Chen, Cathy W.S.
2
Lee, Jin-Ping
2
Sun, Edward W.
2
Zhao, Yang
2
Chan, Jennifer S. K.
1
Chang, Carolyn C. W.
1
Chen, Ming-Tien
1
Chen, Ming-tien
1
Chen, Shu-yu
1
Cheng, Nick Ying-Pin
1
Choy, Boris
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Facultad de Ciencias Económicas y Empresariales, Universidad Complutense de Madrid
1
Institute of Economic Research, Kyoto University
1
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Journal of forecasting
9
Computational economics
6
The North American journal of economics and finance : a journal of financial economics studies
4
International journal of forecasting
3
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3
Computational Statistics & Data Analysis
2
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ECONIS (ZBW)
52
RePEc
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1
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:
2
Bayesian forecasting for financial risk management, pre and post the global financial crisis
Chen, Cathy W. S.
;
Gerlach, Richard
;
Lin, Edward M. H.
; …
- In:
Journal of forecasting
31
(
2012
)
8
,
pp. 661-687
Persistent link: https://www.econbiz.de/10009722645
Saved in:
3
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M. H.
;
Chen, Cathy W. S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-399
Persistent link: https://www.econbiz.de/10009581921
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
Subset selection of autoregressive time series models
Chen, Cathy W. S.
- In:
Journal of forecasting
18
(
1999
)
7
,
pp. 505-516
Persistent link: https://www.econbiz.de/10001437775
Saved in:
7
On a threshold heteroscedastic model
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-89
Persistent link: https://www.econbiz.de/10003283952
Saved in:
8
Asymmetric return and volatility responses to composite news from stock markets
Chiang, Thomas C.
;
Chen, Cathy W. S.
;
So, Mike Ka-pui
- In:
Multinational finance journal : MF ; quarterly …
11
(
2007
)
3/4
,
pp. 179-210
Persistent link: https://www.econbiz.de/10003709545
Saved in:
9
Bayesian time-varying quantile forecasting for value-at-risk in financial markets
Gerlach, Richard H.
;
Chen, Cathy W. S.
;
Chan, Nancy Y. C.
- In:
Journal of business & economic statistics : JBES ; a …
29
(
2011
)
4
,
pp. 481-492
Persistent link: https://www.econbiz.de/10009355672
Saved in:
10
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W. S.
;
Gerlach, Richard
;
Hwang, Bruce B. K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-574
Persistent link: https://www.econbiz.de/10009658352
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