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The bias of elasticity estimators in linear regression : some analytic results

Chen, Qian; Giles, David E. A. - In: Economics letters 94 (2007) 2, pp. 185-191

Persistent link: https://www.econbiz.de/10003417249

A new production approach for compensating forecast error and customer loss in waiting

Qian, Chen; Chan, Ching Yuen - In: International journal of production research 53 (2015) 5, pp. 1325-1336

Persistent link: https://www.econbiz.de/10010500838

To cap or not to cap on public pension

Lee, Insook; Lu, Timothy; Chen, Qian - In: Applied economics letters 29 (2022) 9, pp. 812-816

Persistent link: https://www.econbiz.de/10013411787

Information quality and cost of credit bond financing

Chen, Qian; Li, Yang; Zhao, Qiuyun; Liu, Fan - In: Finance research letters 59 (2024), pp. 1-7

Persistent link: https://www.econbiz.de/10014445232

The two-sided Weibull distribution and forecasting financial tail risk

Chen, Qian; Gerlach, Richard H. - In: International journal of forecasting 29 (2013) 4, pp. 541-547

Persistent link: https://www.econbiz.de/10010212495

Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution

Wang, Chao; Chen, Qian; Gerlach, Richard - In: Quantitative finance 19 (2019) 6, pp. 1017-1042

Persistent link: https://www.econbiz.de/10012194739

A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures

Wang, Chao; Gerlach, Richard; Chen, Qian - In: Quantitative finance 23 (2023) 2, pp. 309-334

Persistent link: https://www.econbiz.de/10014232647

Integrating Improved Genetic Algorithm and Network Simulation-Based Procedure to Optimize Risk Interaction Network

Sun, Tao; Wang, Lei; Qian, Chen; Schultmann, Frank; … - 2023

Risk interaction network (RIN), a system comprised of risk (nodes) and triggering relations (edges) between risks, changes the likelihood of occurring and also the impact of a risk. An issue of optimizing RIN, allowing for the risk response actions of weakening risk interactions, departs from...

Persistent link: https://www.econbiz.de/10014346469