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 0 0 1 36
Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression 0 0 0 33 0 0 2 57
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 150 0 0 2 375
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks 0 0 0 7 0 0 1 12
Time-varying neural network for stock return prediction 0 0 0 35 1 1 2 77
Total Working Papers 0 0 0 255 1 1 8 557

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 14 0 0 0 67
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 5 1 1 2 40
A new look at Cryptocurrencies 3 7 25 204 14 36 127 803
Bayesian analysis of constant elasticity of variance models 0 0 0 1 0 2 4 9
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution 0 0 0 26 0 0 4 112
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 0 2 71
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout 0 0 0 8 0 0 0 48
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 0 0 60
Binary geometric process model for the modeling of longitudinal binary data with trend 0 0 0 8 0 0 0 33
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 1 0 0 0 18
Classification in segmented regression problems 0 0 0 24 0 0 0 121
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 23 0 0 3 101
Efficient modelling and forecasting with range based volatility models and its application 1 1 2 6 1 1 4 39
Forecasting trade durations via ACD models with mixture distributions 0 0 1 12 0 0 3 22
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION 0 0 3 23 0 1 6 64
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS 0 0 1 14 0 0 2 38
Monte Carlo approximation through Gibbs output in generalized linear mixed models 0 0 0 9 1 1 2 47
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 0 0 0 2 0 0 1 22
Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output 0 0 0 29 0 0 1 127
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin 1 1 1 6 2 2 3 26
On long memory effects in the volatility measure of Cryptocurrencies 0 0 1 17 1 1 3 55
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 3 43 1 1 14 118
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 1 17 1 5 10 75
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 0 0 12 0 0 0 48
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 0 0 4 12
Robust Bayesian analysis of loss reserving data using scale mixtures distributions 0 0 0 7 0 0 1 26
Statistical Exploration from SARS 0 0 0 31 0 0 2 182
Statistical inference for geometric processes with gamma distributions 0 0 0 5 0 0 0 47
Statistical inference for geometric processes with lognormal distribution 0 0 0 17 0 1 2 76
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 0 1 55 0 1 3 193
Total Journal Articles 5 9 40 643 22 53 203 2,700

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Statistics updated 2025-08-05