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~isPartOf:"Finance research letters"
~language:"eng"
~person:"Chen, Cathy W. S."
~subject:"Prognoseverfahren"
~type_genre:"Article in journal"
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Prognoseverfahren
Forecasting model
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ARCH-Modell
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Bayesian MCMC methods
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CAViaR model
1
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Nonparametric one-sided tolerance limits
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Pair trading
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Chen, Cathy W. S.
Gupta, Rangan
16
Ma, Feng
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Bouri, Elie
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Pierdzioch, Christian
8
Salisu, Afees A.
6
Li, Yan
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Liang, Chao
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Zaremba, Adam
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Zeng, Qing
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Zhu, Xiaoneng
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Han, Liyan
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Ji, Qiang
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Long, Huaigang
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Lu, Xinjie
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Gillas, Konstantinos Gkillas
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Lau, Chi Keung
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Będowska-Sójka, Barbara
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Cao, Jiawei
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Gozgor, Giray
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Guidolin, Massimo
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Finance research letters
Journal of forecasting
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The North American journal of economics and finance : a journal of financial economics studies
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
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Journal of financial econometrics : official journal of the Society for Financial Econometrics
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ECONIS (ZBW)
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Tail risk forecasting of realized volatility CAViaR models
Chen, Cathy W. S.
;
Hsu, Hsiao-Yun
;
Watanabe, Toshiaki
- In:
Finance research letters
51
(
2023
),
pp. 1-8
Persistent link: https://www.econbiz.de/10014304842
Saved in:
2
Nonparametric tolerance limits for pair trading
Chen, Cathy W. S.
;
Lin, Tsai-Yu
- In:
Finance research letters
21
(
2017
),
pp. 1-9
Persistent link: https://www.econbiz.de/10011807239
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