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Browsing by Author Cathy W.S. Chen

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Showing results 1 to 7 of 7
Issue DateTitleAuthor(s)
1-Jul-2016Autoregressive conditional negative binomial model applied to over-dispersed time series of countsCathy W.S. Chen; Mike K.P. So; Jessica C. Li; Songsak Sriboonchitta
13-Sep-2017How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change ModelsManh Cuong Dong; Cathy W.S. Chen; Sangyoel Lee; Songsak Sriboonchitta
1-Dec-2017Hysteretic Poisson INGARCH model for integer-valued time seriesBuu Chau Truong; Cathy W.S. Chen; Songsak Sriboonchitta
1-Nov-2019Inferences of default risk and borrower characteristics on P2P lendingCathy W.S. Chen; Manh Cuong Dong; Nathan Liu; Songsak Sriboonchitta
1-Jan-2017On Asymmetric Market Model with Heteroskedasticity and Quantile RegressionCathy W.S. Chen; Muyi Li; Nga T.H. Nguyen; Songsak Sriboonchitta
1-Jan-2017Pair trading based on quantile forecasting of smooth transition GARCH modelsCathy W.S. Chen; Zona Wang; Songsak Sriboonchitta; Sangyeol Lee
1-Jan-2019Quantile forecasting based on a bivariate hysteretic autoregressive model with GARCH errors and time -varying correlationsCathy W.S. Chen; Hong Than-Thi; Mike K.P. So; Songsak Sriboonchitta
Showing results 1 to 7 of 7