Cathy W. S. Chen

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Richard GerlachThe University of SydneyE-mailová adresa ověřena na: sydney.edu.au
Mike K.P. SoThe Hong Kong University of Science and TechnologyE-mailová adresa ověřena na: ust.hk
Ying-Hen HsiehProfessor, Department of Public Health, China Medical University (Taiwan)E-mailová adresa ověřena na: mail.cmu.edu.tw
Edward M.H. LinDepartment of Statistics, Tunghai University,E-mailová adresa ověřena na: thu.edu.tw
Feng-Chi LiuAssociate Professor of Statistics, Feng Chia UniversityE-mailová adresa ověřena na: mail.fcu.edu.tw
Thomas C. Chiang, Ph.D.Marshall M. Austin Professor of Finance, Drexel UniversityE-mailová adresa ověřena na: drexel.edu
Manh Cuong DongSchool of Business, British University Vietnam, VietnamE-mailová adresa ověřena na: buv.edu.vn
Jen-Yu LeeDept. of statistics, Feng-Chia universityE-mailová adresa ověřena na: fcu.edu.tw
Buu-Chau TruongTon Duc Thang UniversityE-mailová adresa ověřena na: tdtu.edu.vn
David DunsonArts & Sciences Professor of Statistical Science & MathematicsE-mailová adresa ověřena na: duke.edu
Keming Yu (Professor)Brunel University LondonE-mailová adresa ověřena na: brunel.ac.uk
Manabu ASAISoka UniversityE-mailová adresa ověřena na: soka.ac.jp
Aljo Clair PingalAssistant Professor, Mindanao State University Iligan Institute of TechnologyE-mailová adresa ověřena na: g.msuiit.edu.ph
Takaaki KoikeHitotsubashi UniversityE-mailová adresa ověřena na: r.hit-u.ac.jp
Yu-Kai Wang國立中央大學統計研究所博士生E-mailová adresa ověřena na: cc.ncu.edu.tw

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Cathy W. S. Chen

Chair Professor, Feng Chia University, Taiwan

E-mailová adresa ověřena na: mail.fcu.edu.tw - Domovská stránka

Bayesian statistics Time Series Forecasting Statistical Computing Epidemiology


Název Seřadit podle citací Seřadit podle roku Seřadit podle názvu	Citace Citace	Rok
Bayesian inference of threshold autoregressive models CWS Chen, JC Lee Journal of time series analysis 16 (5), 483-492, 1995	230	1995
On a threshold heteroscedastic model CWS Chen, MKP So International Journal of Forecasting 22 (1), 73-89, 2006	203	2006
Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets RH Gerlach, CWS Chen, NYC Chan Journal of Business & Economic Statistics 29 (4), 481-492., 2011	168	2011
Turning points, reproduction number, and impact of climatological events for multi‐wave dengue outbreaks YH Hsieh, CWS Chen Tropical Medicine & International Health 14 (6), 628-638, 2009	162	2009
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model CWS Chen, TC Chiang, MKP So Journal of Economics and Business 55, 487-502, 2003	158	2003
SARS outbreak in Taiwan YH Hsieh, CWS Chen, SB Hsu Emerging Infectious Diseases 10 (8), 1514-1516 https://www.ncbi.nlm.nih.gov/p, 2004	120*	2004
Bayesian forecasting for financial risk management, pre and post the global financial crisis CWS Chen, R Gerlach, EMH Lin, WCW Lee Journal of Forecasting 31 (8), 661-687, 2012	101	2012
Quarantine for SARS, Taiwan YH Hsieh, CC King, CWS Chen, MS Ho, JY Lee, FC Liu, YC Wu, ... Emerging infectious diseases 11 (2), 278, 2005	99	2005
A review of threshold time series models in finance CWS Chen, MKP So, FC Liu Statistics and its Interface 4 (2), 167-181, 2011	86	2011
Optimal dynamic hedging via copula-threshold-GARCH models YH Lai, CWS Chen, R Gerlach Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009	86	2009
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range CWS Chen, R Gerlach, BBK Hwang, M McAleer International Journal of Forecasting 28 (3), 557-574, 2012	84	2012
Impact of quarantine on the 2003 SARS outbreak: a retrospective modeling study YH Hsieh, CC King, CWS Chen, MS Ho, SB Hsu, YC Wu Journal of theoretical biology 244 (4), 729-736, 2007	82	2007
Volatility forecasting using threshold heteroskedastic models of the intra-day range CWS Chen, R Gerlach, EMH Lin Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008	75	2008
A comparison of estimators for regression models with change points CWS Chen, JSK Chan, R Gerlach, WYL Hsieh Statistics and Computing 21, 395-414, 2011	73	2011
Generalized Poisson Autoregressive Models for Time Series of Counts CWS Chen, S Lee Computational Statistics and Data Analysis 99, 51-67., 2016	67	2016
A Bayesian analysis of generalized threshold autoregressive models CWS Chen Statistics & probability letters 40 (1), 15-22, 1998	67	1998
Bayesian variable selection in quantile regression K Yu, CWS Chen, C Reed, DB Dunson Statistics and Its Interface 6, 261-274, 2013	66	2013
Bayesian causality test for integer‐valued time series models with applications to climate and crime data CWS Chen, S Lee Journal of the Royal Statistical Society: Series C (Applied Statistics) 66 …, 2017	59	2017
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models R Gerlach, CWS Chen Statistics and Computing 18, 391-408, 2008	57	2008
Forecasting volatility with asymmetric smooth transition dynamic range models EMH Lin, CWS Chen, R Gerlach International Journal of Forecasting 28 (2), 384-399, 2012	55	2012

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