Access Statistics for Jennifer S.K. 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
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 30 3 7 10 46
Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression 0 0 0 33 0 2 4 61
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 150 0 3 6 380
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks 0 0 0 7 0 2 2 14
Time-varying neural network for stock return prediction 0 0 0 35 0 5 9 85
Total Working Papers 0 0 0 255 3 19 31 586

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian conditional autoregressive geometric process model for range data 0 0 1 15 0 2 3 70
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 5 0 3 4 43
A new look at Cryptocurrencies 3 6 20 213 5 26 96 851
Bayesian analysis of constant elasticity of variance models 0 0 0 1 0 2 4 11
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution 0 1 2 28 0 6 11 122
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 4 5 76
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout 0 0 0 8 0 4 5 53
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 2 3 63
Binary geometric process model for the modeling of longitudinal binary data with trend 0 0 0 8 0 2 3 36
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 1 0 2 3 21
Classification in segmented regression problems 0 0 0 24 0 2 4 125
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 1 1 24 1 5 8 109
Efficient modelling and forecasting with range based volatility models and its application 0 0 2 6 0 6 11 46
Forecasting trade durations via ACD models with mixture distributions 0 0 0 12 1 5 6 27
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION 0 2 2 25 0 8 12 75
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS 0 0 0 14 0 4 8 45
Monte Carlo approximation through Gibbs output in generalized linear mixed models 0 0 0 9 0 8 11 57
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 0 0 1 3 2 18 19 41
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output 0 0 0 29 1 3 4 131
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin 0 0 1 6 1 2 6 30
On long memory effects in the volatility measure of Cryptocurrencies 0 1 1 18 2 7 10 64
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 1 1 44 1 15 22 135
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 1 2 2 19 4 11 23 92
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 0 0 12 1 5 7 55
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 0 0 3 14
Robust Bayesian analysis of loss reserving data using scale mixtures distributions 0 0 0 7 2 4 4 30
Statistical Exploration from SARS 0 0 0 31 0 3 4 186
Statistical inference for geometric processes with gamma distributions 0 0 0 5 0 3 3 50
Statistical inference for geometric processes with lognormal distribution 0 0 0 17 0 3 9 84
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 0 0 55 1 3 10 202
Total Journal Articles 4 14 34 663 22 168 321 2,944

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Statistics updated 2026-03-04