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Robustness of alternative non-linearity tests for SETAR models
Chan, Wai-Sum; Ng, Man-Wai - In: Journal of forecasting 23 (2004) 3, pp. 215-232
Persistent link: https://www.econbiz.de/10006882673
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Outliers in nonstationary time series
Chan, Wai-sum - In: Journal of quantitative economics : journal of the … 4 (2006) 2, pp. 75-83
Persistent link: https://www.econbiz.de/10009927421
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On Robust Estimation of Threshold Autoregressions
Chan, W.-S.; Cheung, S.-H. - In: Journal of forecasting 13 (1994) 1, pp. 37-50
Persistent link: https://www.econbiz.de/10006948950
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Diagnosing shocks in stock market returns of Greater China
Lo, W. C.; Chan, W. S. - In: Multinational finance journal : MF ; quarterly … 4 (2000) 3/4, pp. 269-288
Persistent link: https://www.econbiz.de/10009879227
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On a simple graphical approach to modelling economic fluctuations with an application to United Kingdom price inflation, 1265 to 2005
Chan, W. S.; Ng, M. W.; Tong, H. - In: Annals of actuarial science : publ. by the Institute of … 1 (2006) 1, pp. 103-128
Persistent link: https://www.econbiz.de/10009884570
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Some results on ruin probabilities in a two-dimensional risk model
Chan, Wai-Sum; Yang, Hailiang; Zhang, Lianzeng - In: Insurance / Mathematics & economics 32 (2003) 3, pp. 345-358
Persistent link: https://www.econbiz.de/10006887756
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Outlier analysis and mortality forecasting: The United Kingdom and Scandinavian countries
Li, Siu-Hang; Chan, Wai-Sum - In: Scandinavian actuarial journal : Actuarial Society of … 105 (2005) 3, pp. 187-211
Persistent link: https://www.econbiz.de/10005922159
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A Search for the Root Causes of the Underdevelopment of the Hong Kong Annuity Market
Hui, Michael Yue Yat; Chan, Wai-Sum - In: The Geneva papers on risk and insurance - issues and … 29 (2004) 3, pp. 440-454
Persistent link: https://www.econbiz.de/10006080092
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Modelling the US swap spread
Chung, Hon-lun; Chan, Wai-sum; Batten, Jonathan A. - In: Research in finance 26 (2010), pp. 155-181
Persistent link: https://www.econbiz.de/10009943560
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Time-simultaneous prediction bands: A new look at the uncertainty involved in forecasting mortality
Li, Johnny Siu-Hang; Chan, Wai-Sum - In: Insurance / Mathematics & economics 49 (2011) 1, pp. 81-89
Persistent link: https://www.econbiz.de/10009132995