//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"olc"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Long-term dependence with asym...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Type of publication
All
Article
8
Language
All
Undetermined
8
Author
All
Chen, Cathy W.S.
8
So, Mike K.P.
5
Gerlach, Richard
3
Chen, Ming-Tien
1
Chiang, Thomas C.
1
Hwang, Bruce B.K.
1
Lee, W. C. W.
1
Lin, Edward M. H.
1
Lin, Edward M.H.
1
Liu, Feng-Chi
1
McAleer, Michael
1
more ...
less ...
Published in...
All
International journal of forecasting
3
Journal of forecasting
3
Journal of economics and business
1
Journal of the Royal Statistical Society / C
1
Source
All
OLC EcoSci
RePEc
23
ECONIS (ZBW)
1
Showing
1
-
8
of
8
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
A Bayesian threshold nonlinearity test for financial time series
So, Mike K.P.
;
Chen, Cathy W.S.
;
Chen, Ming-Tien
- In:
Journal of forecasting
24
(
2005
)
1
,
pp. 61
Persistent link: https://www.econbiz.de/10006872911
Saved in:
2
Subset threshold autoregression
So, Mike K.P.
;
Chen, Cathy W.S.
- In:
Journal of forecasting
22
(
2003
)
1
,
pp. 49-66
Persistent link: https://www.econbiz.de/10006891180
Saved in:
3
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
Chen, Cathy W.S.
;
Chiang, Thomas C.
;
So, Mike K.P.
- In:
Journal of economics and business
55
(
2003
)
5
,
pp. 487-502
Persistent link: https://www.econbiz.de/10005932215
Saved in:
4
Best subset selection of autoregressive models withexogenous variables and generalized autoregressive conditional heteroscedasticity errors
So, Mike K.P.
;
Chen, Cathy W.S.
;
Liu, Feng-Chi
- In:
Journal of the Royal Statistical Society / C
55
(
2006
)
2
,
pp. 201-224
Persistent link: https://www.econbiz.de/10008222771
Saved in:
5
Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range
Chen, Cathy W.S.
;
Gerlach, Richard
;
Hwang, Bruce B.K.
; …
- In:
International journal of forecasting
28
(
2012
)
3
,
pp. 557-575
Persistent link: https://www.econbiz.de/10009983784
Saved in:
6
Forecasting volatility with asymmetric smooth transition dynamic range models
Lin, Edward M.H.
;
Chen, Cathy W.S.
;
Gerlach, Richard
- In:
International journal of forecasting
28
(
2012
)
2
,
pp. 384-400
Persistent link: https://www.econbiz.de/10009830615
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. 661-688
Persistent link: https://www.econbiz.de/10010033559
Saved in:
8
On a threshold heteroscedastic model
Chen, Cathy W.S.
;
So, Mike K.P.
- In:
International journal of forecasting
22
(
2006
)
1
,
pp. 73-90
Persistent link: https://www.econbiz.de/10006955681
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->