| Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution Q Chen, R Gerlach, Z Lu Computational Statistics & Data Analysis 56 (11), 3498-3516, 2012 | 113 | 2012 |
| The two-sided Weibull distribution and forecasting financial tail risk Q Chen, RH Gerlach International Journal of Forecasting 29 (4), 527-540, 2013 | 68 | 2013 |
| Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution C Wang, Q Chen, R Gerlach Quantitative Finance 19 (6), 1017-1042, 2019 | 23 | 2019 |
| Information flows between the US and China’s agricultural commodity futures markets—based on VAR–BEKK–Skew-t model Q Chen, X Weng Emerging Markets Finance and Trade 54 (1), 71-87, 2018 | 22 | 2018 |
| A semi-parametric realized joint value-at-risk and expected shortfall regression framework C Wang, R Gerlach, Q Chen arXiv preprint arXiv:1807.02422, 2018 | 9 | 2018 |
| On the predictability of China macro indicator with carbon emissions trading Q Chen, X Gao, S Xie, L Sun, S Tian, S Hamori Energies 14 (5), 1271, 2021 | 6 | 2021 |
| A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures C Wang, R Gerlach, Q Chen Quantitative Finance 23 (2), 309-334, 2023 | 4 | 2023 |
| Local-province chief executive officer and managerial myopia: Evidence from China Q Chen, X Gao, S Niu, X Wang, Q Wei Frontiers in Psychology 13, 966996, 2022 | 3 | 2022 |
| The Two-sided Weibull Distribution and Forecasting Financial Tail Risk R Gerlach, Q Chen Business Analytics, 2011 | 3 | 2011 |
| Market Reaction to Local Attention around Earnings Announcements in China: Evidence from Internet Search Activity Q Chen, X Gao, J Mo, Z Xu International Journal of Financial Studies 10 (4), 97, 2022 | 2 | 2022 |
| MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST Q Chen, X Gao, C Chen, S Tian, S Hamori The Singapore Economic Review, 1-30, 2022 | 2 | 2022 |
| Limited attention and post-earnings announcement drift: Evidence from China’s stock market Q Chen, X Gao, G Liu International Journal of Economics and Financial Issues 11 (1), 1, 2021 | 2 | 2021 |
| 8BitDo: Forward with nostalgia Q Chen, X Gao, W Ye SAGE Publications: SAGE Business Cases Originals, 2022 | 1 | 2022 |
| Multiple-step value-at-risk forecasts based on volatility-filtered MIDAS quantile regression: Evidence from major investment assets Q Chen, X Gao, X Huang, X Li Investment Management and Financial Innovations 18 (3), 372-384, 2021 | 1 | 2021 |
| On the Predictability of China Macro Forecast by Carbon Emissions Trading. Energies 2021, 14, 1271 Q Chen, X Gao, S Xie, L Sun, S Tian, S Hamori s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021 | | 2021 |
| Tissue Regeneration: Reactive Oxygen Species‐Scavenging Scaffold with Rapamycin for Treatment of Intervertebral Disk Degeneration (Adv. Healthcare Mater. 3/2020) J Bai, Y Zhang, Q Fan, J Xu, H Shan, X Gao, Q Ma, L Sheng, X Zheng, ... Advanced Healthcare Materials 9 (3), 2070008, 2020 | | 2020 |
| Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations Q Chen University of Sydney., 2011 | | 2011 |
