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Estimation and forecasting of long-memory processes with missing values
Palma, Wilfredo - In: Journal of forecasting 16 (1997) 6, pp. 395-410
Persistent link: https://www.econbiz.de/10001233089
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The approximation of long-memory processes by an ARMA model
Basak, Gopal K.; Chan, Ngai Hang; Palma, Wilfredo - In: Journal of forecasting 20 (2001) 6, pp. 367-389
Persistent link: https://www.econbiz.de/10001611421
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Long memory dynamic tobit models
Brockwell, A. E.; Chan, Ngai Hang - In: Journal of forecasting 25 (2006) 5, pp. 351-367
Persistent link: https://www.econbiz.de/10003364187
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Forecasting online auctions via self-exciting point processes
Chan, Ngai Hang; Li, Zehang Richard; Yau, Chun Yip - In: Journal of forecasting 33 (2014) 7, pp. 501-514
Persistent link: https://www.econbiz.de/10011282097
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Modeling and forecasting online auction prices : a semiparametric regression analysis
Chan, Ngai Hang; Liu, Wei Wei - In: Journal of forecasting 36 (2017) 2, pp. 156-164
Persistent link: https://www.econbiz.de/10011729130
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Short‐term stock price prediction based on limit order book dynamics
An, Yang; Chan, Ngai Hang - In: Journal of forecasting 36 (2017) 5, pp. 541-556
Persistent link: https://www.econbiz.de/10011860685
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Mixed membership nearest neighbor model with feature difference
Cheung, Simon K. C.; Cheung, Tommy K. Y. - In: Journal of forecasting 41 (2022) 8, pp. 1578-1594
Persistent link: https://www.econbiz.de/10013465722