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 1 7 17 53
Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression 0 0 0 33 1 3 7 64
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 150 1 4 9 384
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks 0 0 0 7 0 1 3 15
Time-varying neural network for stock return prediction 0 0 0 35 0 1 10 86
Total Working Papers 0 0 0 255 3 16 46 602

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 2 2 5 72
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 5 0 0 4 43
A new look at Cryptocurrencies 0 1 15 214 1 6 73 857
Bayesian analysis of constant elasticity of variance models 0 0 0 1 0 2 4 13
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution 0 1 3 29 0 2 12 124
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 7 12 83
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout 0 0 0 8 0 1 6 54
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 1 3 6 66
Binary geometric process model for the modeling of longitudinal binary data with trend 0 0 0 8 1 3 6 39
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 1 2 2 5 23
Classification in segmented regression problems 0 0 0 24 0 1 5 126
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 24 1 8 16 117
Efficient modelling and forecasting with range based volatility models and its application 0 0 1 6 1 4 12 50
Forecasting trade durations via ACD models with mixture distributions 0 0 0 12 1 3 8 30
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION 0 0 2 25 0 3 14 78
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS 0 0 0 14 1 5 12 50
Monte Carlo approximation through Gibbs output in generalized linear mixed models 0 0 0 9 0 2 13 59
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 0 0 1 3 0 2 21 43
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 2 6 133
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 3 9 33
On long memory effects in the volatility measure of Cryptocurrencies 0 0 1 18 0 2 12 66
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 1 44 0 11 29 146
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 2 19 0 5 23 97
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 0 0 12 0 0 7 55
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 2 2 4 16
Robust Bayesian analysis of loss reserving data using scale mixtures distributions 0 0 0 7 0 0 4 30
Statistical Exploration from SARS 0 0 0 31 0 3 7 189
Statistical inference for geometric processes with gamma distributions 0 0 0 5 0 0 3 50
Statistical inference for geometric processes with lognormal distribution 0 0 0 17 0 0 9 84
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 1 1 56 0 2 11 204
Total Journal Articles 0 3 30 666 14 86 358 3,030

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Statistics updated 2026-06-04