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 1 26 3 9 17 24
Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression 0 0 0 33 0 0 1 50
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 150 1 1 4 367
Semi-metric portfolio optimisation: a new algorithm reducing simultaneous asset shocks 0 0 7 7 0 1 6 6
Time-varying neural network for stock return prediction 1 1 29 29 2 2 37 37
Total Working Papers 1 1 37 245 6 13 65 484


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 0 10 0 0 2 56
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 4 0 0 4 34
A new look at Cryptocurrencies 0 1 15 85 3 8 65 291
Bayesian analysis of constant elasticity of variance models 0 0 1 1 0 1 2 4
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution 0 0 1 25 1 1 9 95
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 0 1 67
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout 0 0 0 7 0 0 0 45
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications 1 2 3 16 3 8 11 44
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 1 2 0 1 8 47
Binary geometric process model for the modeling of longitudinal binary data with trend 0 0 0 8 0 0 0 30
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 0 2 2 2 2
Classification in segmented regression problems 0 0 0 23 0 0 2 115
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 6 12 1 2 29 70
Efficient modelling and forecasting with range based volatility models and its application 0 0 0 2 0 1 3 21
Forecasting trade durations via ACD models with mixture distributions 0 1 2 2 0 2 5 5
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION 1 1 3 17 2 3 12 36
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS 0 1 3 3 0 2 10 10
Monte Carlo approximation through Gibbs output in generalized linear mixed models 0 0 0 8 0 0 0 44
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 0 0 1 1 0 0 3 14
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output 0 0 1 29 3 3 4 125
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin 1 2 2 2 2 3 3 3
On long memory effects in the volatility measure of Cryptocurrencies 0 0 6 9 1 3 15 30
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 2 5 5 1 5 13 13
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 2 6 2 3 8 29
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 1 3 11 0 1 6 39
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 0 0 1 7
Robust Bayesian analysis of loss reserving data using scale mixtures distributions 0 0 0 5 0 0 3 16
Statistical Exploration from SARS 0 0 11 28 0 0 74 173
Statistical inference for geometric processes with gamma distributions 0 0 0 5 1 1 2 46
Statistical inference for geometric processes with lognormal distribution 0 0 0 15 0 0 0 66
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 1 1 50 0 2 2 176
Total Journal Articles 3 12 67 408 22 52 299 1,753


Statistics updated 2021-02-03