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Cathy W. S. Chen
Cathy W. S. Chen
Distinguished Professor, Feng Chia University, Taiwan
Verified email at mail.fcu.edu.tw - Homepage
Title
Cited by
Cited by
Year
Bayesian inference of threshold autoregressive models
CWS Chen, JC Lee
Journal of time series analysis 16 (5), 483-492, 1995
2101995
On a threshold heteroscedastic model
CWS Chen, MKP So
International Journal of Forecasting 22 (1), 73-89, 2006
1892006
Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets
RH Gerlach, CWS Chen, NYC Chan
Journal of Business & Economic Statistics 29 (4), 481-492., 2011
1622011
Turning points, reproduction number, and impact of climatological events for multi‐wave dengue outbreaks
YH Hsieh, CWS Chen
Tropical Medicine & International Health 14 (6), 628-638, 2009
1532009
Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model
CWS Chen, TC Chiang, MKP So
Journal of Economics and Business 55, 487-502, 2003
1532003
SARS outbreak in Taiwan
YH Hsieh, CWS Chen, SB Hsu
Emerging Infectious Diseases 10 (8), 1514-1516 https://www.ncbi.nlm.nih.gov/p, 2004
120*2004
Quarantine for SARS, Taiwan
YH Hsieh, CC King, CWS Chen, MS Ho, JY Lee, FC Liu, YC Wu, ...
Emerging infectious diseases 11 (2), 278, 2005
912005
Bayesian forecasting for financial risk management, pre and post the global financial crisis
CWS Chen, R Gerlach, EMH Lin, WCW Lee
Journal of Forecasting 31 (8), 661-687, 2012
872012
Optimal dynamic hedging via copula-threshold-GARCH models
YH Lai, CWS Chen, R Gerlach
Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009
862009
Impact of quarantine on the 2003 SARS outbreak: a retrospective modeling study
YH Hsieh, CC King, CWS Chen, MS Ho, SB Hsu, YC Wu
Journal of theoretical biology 244 (4), 729-736, 2007
822007
Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range
CWS Chen, R Gerlach, BBK Hwang, M McAleer
International Journal of Forecasting 28 (3), 557-574, 2012
752012
A review of threshold time series models in finance
CWS Chen, MKP So, FC Liu
Statistics and its Interface 4 (2), 167-181, 2011
742011
Volatility forecasting using threshold heteroskedastic models of the intra-day range
CWS Chen, R Gerlach, EMH Lin
Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008
682008
A Bayesian analysis of generalized threshold autoregressive models
CWS Chen
Statistics & probability letters 40 (1), 15-22, 1998
651998
A comparison of estimators for regression models with change points
CWS Chen, JSK Chan, R Gerlach, WYL Hsieh
Statistics and Computing 21, 395-414, 2011
642011
Bayesian variable selection in quantile regression
K Yu, CWS Chen, C Reed, DB Dunson
Statistics and Its Interface 6, 261-274, 2013
582013
Generalized Poisson Autoregressive Models for Time Series of Counts
CWS Chen, S Lee
Computational Statistics and Data Analysis 99, 51-67., 2016
562016
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models
R Gerlach, CWS Chen
Statistics and Computing 18, 391-408, 2008
552008
Comparison of nonnested asymmetric heteroskedastic models
CWS Chen, R Gerlach, MKP So
Computational Statistics & Data Analysis 51 (4), 2164-2178, 2006
542006
Bayesian causality test for integer‐valued time series models with applications to climate and crime data
CWS Chen, S Lee
Journal of the Royal Statistical Society: Series C (Applied Statistics) 66, 2017
502017
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