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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
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On selecting a power transformation in time-series analysis
Chen, Cathy W. S. - In: Journal of forecasting 16 (1997) 5, pp. 343-354
Persistent link: https://www.econbiz.de/10001337102
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Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.; So, Mike K. P.; Lin, Edward M. H. - In: Journal of forecasting 28 (2009) 8, pp. 681-698
Persistent link: https://www.econbiz.de/10008340031
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Subset threshold autoregression
So, Mike Ka-pui; Chen, Cathy W. S. - In: Journal of forecasting 22 (2003) 1, pp. 49-66
Persistent link: https://www.econbiz.de/10001737081
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A Bayesian threshold nonlinearity test for financial time series
So, Mike Ka-pui; Chen, Cathy W. S.; Chen, Ming-tien - In: Journal of forecasting 24 (2005) 1, pp. 61-75
Persistent link: https://www.econbiz.de/10002569984
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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
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Volatility forecasting with double Markov switching GARCH models
Chen, Cathy W. S.; So, Mike Ka-pui; Lin, Edward M. H. - In: Journal of forecasting 28 (2009) 8, pp. 681-697
Persistent link: https://www.econbiz.de/10003918204
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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
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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
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Tail risk forecasting with semiparametric regression models by incorporating overnight information
Chen, Cathy W. S.; Koike, Takaaki; Shau, Wei-Hsuan - In: Journal of forecasting 43 (2024) 5, pp. 1492-1512
Persistent link: https://www.econbiz.de/10015108416