Access Statistics for Felix Chan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A note on the relation between fiscal equalization and economic growth 0 0 4 11 1 1 7 28
Advantages of Non-Normality in Testing Cointegration Rank 0 0 3 49 0 4 29 228
Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers 0 0 2 65 0 0 9 176
Even Count Estimation 0 0 0 36 0 1 8 52
Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity 0 0 2 97 1 4 16 141
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 71 1 1 8 163
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 45 1 2 13 104
It Pays to Violate: How Effective are the Basel Accord Penalties? 0 0 0 36 1 1 6 153
Modeling and Simulation: An Overview 0 0 0 118 1 3 7 142
Modelling and Simulation: An Overview 0 0 0 51 2 3 5 85
Modelling and Simulation: An Overview 0 0 0 42 1 5 8 95
Modelling and Simulation: An Overview 0 0 0 21 1 2 4 95
Modelling and Simulation: An Overview 0 0 0 5 2 2 5 59
Modelling the Asymmetric Volatility of Electronics Patents in the USA 0 0 0 65 0 0 1 290
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 0 0 0 238 0 1 3 473
Stability Tests for Heterogeneous Panel Data 1 2 3 179 1 5 25 598
Stability Tests for Heterogeneous Panel Data 0 0 0 115 0 1 5 341
Stability tests for heterogeneous panel data 0 0 1 9 0 0 6 58
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 0 0 1 306 0 1 3 716
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 21 0 0 0 77
Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors 0 0 0 31 1 1 4 84
Structure and Asymptotic theory for Nonlinear Models with GARCH Errors 0 0 0 37 0 2 5 72
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 0 0 12 0 0 1 303
Total Working Papers 1 2 16 1,660 14 40 178 4,533


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An econometric analysis of asymmetric volatility: Theory and application to patents 0 1 1 103 1 3 7 288
An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality 0 1 3 14 1 2 6 50
Determinants of commercial mortgage‐backed securities credit ratings: Australian evidence 0 0 0 2 0 0 2 20
Efficiency of the foreign currency options market 0 0 1 52 0 0 2 164
Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation 0 1 1 6 0 1 2 33
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 0 0 0 95 0 0 4 283
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 0 0 0 53 1 2 8 211
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 0 0 2 84 0 0 3 270
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 0 4 6 137 1 10 20 305
It pays to violate: how effective are the Basel accord penalties in encouraging risk management? 0 1 1 17 0 1 4 84
Liquidation discount—a novel application of ARFIMA–GARCH 0 0 0 5 1 2 4 29
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 0 0 2 913 0 1 7 2,183
Model specification in panel data unit root tests with an unknown break 0 0 1 6 0 0 3 34
Modeling Volatility in Foreign Currency Option Pricing 0 0 0 5 0 0 5 34
Modelling the asymmetric volatility of anti-pollution patents in the USA 0 0 0 0 0 0 2 7
Modelling the asymmetric volatility of electronics patents in the USA 0 0 0 0 0 0 2 33
Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations 0 0 0 2 0 0 1 28
Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk 0 0 0 2 1 1 5 40
Modelling time-varying higher moments with maximum entropy density 0 0 0 6 0 0 5 35
Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? 0 0 1 2 1 2 7 30
Permanent and transitory shocks in the presence of asymmetric error correction 0 0 0 3 0 0 3 15
Some theoretical results on forecast combinations 1 1 4 14 1 4 13 42
Spectral analysis of seasonality in tourism demand 0 0 0 12 0 0 1 40
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 0 2 4 102 0 3 20 284
Structure and asymptotic theory for nonlinear models with GARCH erros 0 0 0 8 0 1 3 52
Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect 0 0 0 31 1 2 5 94
The Validity of Investor Sentiment Proxies 0 1 1 20 0 1 9 94
The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence 0 0 0 7 0 0 3 53
Trends and volatilities in foreign patents registered in the USA 0 0 0 33 1 3 6 191
Total Journal Articles 1 12 28 1,734 10 39 162 5,026


Statistics updated 2021-01-03