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~person:"Chen, Cathy W. S."
~type_genre:"Aufsatz in Zeitschrift"
~type_genre:"Government document"
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8
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6
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Chen, Cathy W. S.
Tsionas, Efthymios G.
71
Koop, Gary
46
Gupta, Rangan
32
Assaf, A. Georges
28
Schorfheide, Frank
25
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22
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22
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21
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21
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20
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20
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18
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18
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16
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16
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15
Lesage, James P.
15
Carriero, Andrea
14
Feldkircher, Martin
14
Strachan, Rodney W.
14
Tobias, Justin L.
14
Geweke, John
13
Marcellino, Massimiliano
13
Poon, Aubrey
13
Zhang, Xinyu
13
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12
Havránek, Tomáš
12
Li, Yong
12
Steel, Mark F. J.
12
Canova, Fabio
11
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10
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10
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10
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10
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10
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10
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9
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9
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1
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1
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ECONIS (ZBW)
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1
Bayesian non-linear quantile effects on modelling realized kernels
Dong, Manh Cuong
;
Chen, Cathy W. S.
;
Asai, Manabu
- In:
International journal of finance & economics : IJFE
28
(
2023
)
1
,
pp. 981-995
Persistent link: https://www.econbiz.de/10014253335
Saved in:
2
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:
3
Pair trading based on quantile forecasting of smooth transition GARCH models
Chen, Cathy W. S.
;
Wang, Zona
;
Songsak Sriboonchitta
; …
- In:
The North American journal of economics and finance : a …
39
(
2017
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011878579
Saved in:
4
Bayesian expected shortfall forecasting incorporating the intraday range
Gerlach, Richard
;
Chen, Cathy W. S.
- In:
Journal of financial econometrics : official journal of …
14
(
2016
)
1
,
pp. 128-158
Persistent link: https://www.econbiz.de/10011588546
Saved in:
5
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:
6
Bayesian unit root test in double threshold heteroskedastic models
Chen, Cathy W. S.
;
Chen, Shu-yu
;
Lee, Sangyeol
- In:
Computational economics
42
(
2013
)
4
,
pp. 471-490
Persistent link: https://www.econbiz.de/10010249863
Saved in:
7
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:
8
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:
9
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:
10
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:
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