Cathy W. S. Chen

Orcid: 0000-0001-8727-8168

According to our database1, Cathy W. S. Chen authored at least 33 papers between 2001 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

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Bibliography

2024
High-dimensional data analysis and visualisation.
Comput. Stat., February, 2024

Bayesian Forecasting of Bounded Poisson Distributed Time Series.
Entropy, January, 2024

2023
Bayesian modeling of spatial integer-valued time series.
Comput. Stat. Data Anal., December, 2023

Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis.
Comput. Stat. Data Anal., June, 2023

2021
Ordinal Time Series Forecasting of the Air Quality Index.
Entropy, 2021

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts.
Comput. Stat., 2021

2019
Bayesian Modelling Structural Changes on Housing Price Dynamics.
Proceedings of the Structural Changes and their Econometric Modeling, 2019

2018
Bayesian Forecasting for Tail Risk.
Proceedings of the Predictive Econometrics and Big Data, 2018

2017
Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression.
Proceedings of the Robustness in Econometrics, 2017

2016
Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach.
Comput. Stat., 2016

Generalized Poisson autoregressive models for time series of counts.
Comput. Stat. Data Anal., 2016

2014
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue.
Comput. Stat. Data Anal., 2014

Bayesian estimation of smoothly mixing time-varying parameter GARCH models.
Comput. Stat. Data Anal., 2014

Special issue on Bayesian computing, methods and applications.
Comput. Stat. Data Anal., 2014

Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models.
Proceedings of the Modeling Dependence in Econometrics, 2014

2013
Threshold variable selection of asymmetric stochastic volatility models.
Comput. Stat., 2013

Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity.
Comput. Stat., 2013

2012
Statistical Estimation of Portfolios for Dependent Financial Returns.
Adv. Decis. Sci., 2012

A Bayesian conditional autoregressive geometric process model for range data.
Comput. Stat. Data Anal., 2012

The Annals of Computational and Financial Econometrics, first issue.
Comput. Stat. Data Anal., 2012

The sixth special issue on computational econometrics.
Comput. Stat. Data Anal., 2012

2011
A comparison of estimators for regression models with change points.
Stat. Comput., 2011

Bayesian subset selection for threshold autoregressive moving-average models.
Comput. Stat., 2011

Classification in segmented regression problems.
Comput. Stat. Data Anal., 2011

2009
Optimal dynamic hedging via copula-threshold-GARCH models.
Math. Comput. Simul., 2009

The impact of structural breaks on the integration of the ASEAN-5 stock markets.
Math. Comput. Simul., 2009

Bayesian causal effects in quantiles: Accounting for heteroscedasticity.
Comput. Stat. Data Anal., 2009

2008
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models.
Stat. Comput., 2008

An empirical evaluation of fat-tailed distributions in modeling financial time series.
Math. Comput. Simul., 2008

Testing for nonlinearity in mean and volatility for heteroskedastic models.
Math. Comput. Simul., 2008

Volatility forecasting using threshold heteroskedastic models of the intra-day range.
Comput. Stat. Data Anal., 2008

2006
Comparison of nonnested asymmetric heteroskedastic models.
Comput. Stat. Data Anal., 2006

2001
On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach.
Comput. Stat., 2001


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