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Cathy W. S. Chen
Cathy W. S. Chen
Chair 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
2301995
On a threshold heteroscedastic model
CWS Chen, MKP So
International Journal of Forecasting 22 (1), 73-89, 2006
2012006
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
1662011
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
1622009
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
1582003
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
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
1002012
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
992005
A review of threshold time series models in finance
CWS Chen, MKP So, FC Liu
Statistics and its Interface 4 (2), 167-181, 2011
862011
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
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
832012
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
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
752008
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
732011
Generalized Poisson Autoregressive Models for Time Series of Counts
CWS Chen, S Lee
Computational Statistics and Data Analysis 99, 51-67., 2016
672016
A Bayesian analysis of generalized threshold autoregressive models
CWS Chen
Statistics & probability letters 40 (1), 15-22, 1998
671998
Bayesian variable selection in quantile regression
K Yu, CWS Chen, C Reed, DB Dunson
Statistics and Its Interface 6, 261-274, 2013
662013
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
592017
Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models
R Gerlach, CWS Chen
Statistics and Computing 18, 391-408, 2008
572008
Forecasting volatility with asymmetric smooth transition dynamic range models
EMH Lin, CWS Chen, R Gerlach
International Journal of Forecasting 28 (2), 384-399, 2012
552012
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