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Cathy W. S. Chen
Cathy W. S. Chen
Distinguished Professor, Feng Chia University, Taiwan
Verified email at mail.fcu.edu.tw - Homepage
Title
Cited by
Cited by
Year
Bayesian inference of threshold autoregressive models
CWS Chen, JC Lee
Journal of time series analysis 16 (5), 483-492, 1995
1921995
On a threshold heteroscedastic model
CWS Chen, MKP So
International Journal of Forecasting 22 (1), 73-89, 2006
1792006
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
1482003
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
1442011
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
1412009
SARS outbreak, Taiwan, 2003
YH Hsieh, CWS Chen, SB Hsu
Emerging Infectious Diseases 10 (2), 201-206, 2004
1132004
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
822005
Optimal dynamic hedging via copula-threshold-GARCH models
YH Lai, CWS Chen, R Gerlach
Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009
792009
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
782012
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
742007
A Bayesian analysis of generalized threshold autoregressive models
CWS Chen
Statistics & probability letters 40 (1), 15-22, 1998
641998
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
632012
A review of threshold time series models in finance
CWS Chen, MKP So, FC Liu
Statistics and its Interface 4 (2), 167-181, 2011
572011
A comparison of estimators for regression models with change points
CWS Chen, JSK Chan, R Gerlach, WYL Hsieh
Statistics and Computing 21 (3), 395-414, 2011
532011
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
532008
Comparison of nonnested asymmetric heteroskedastic models
CWS Chen, R Gerlach, MKP So
Computational Statistics & Data Analysis 51 (4), 2164-2178, 2006
522006
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models
R Gerlach, CWS Chen
Statistics and Computing 18 (4), 391-408, 2008
482008
Forecasting volatility with asymmetric smooth transition dynamic range models
EMH Lin, CWS Chen, R Gerlach
International Journal of Forecasting 28 (2), 384-399, 2012
472012
Bayesian variable selection in quantile regression
K Yu, CWS Chen, C Reed, DB Dunson
Statistics and Its Interface 6, 261-274, 2013
462013
Volatility forecasting with double Markov switching GARCH models
CWS Chen, MKP So, EMH Lin
Journal of Forecasting 28 (8), 681-697, 2009
452009
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