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 1 2 37
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 0 1 1 77
Total Working Papers 0 0 0 255 1 2 8 558

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 1 1 1 15 1 1 1 68
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 5 0 1 2 40
A new look at Cryptocurrencies 1 5 23 206 7 28 124 817
Bayesian analysis of constant elasticity of variance models 0 0 0 1 0 0 4 9
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution 0 0 0 26 0 1 5 113
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 1 3 72
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 1 1 19
Classification in segmented regression problems 0 0 0 24 0 1 1 122
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 23 2 2 3 103
Efficient modelling and forecasting with range based volatility models and its application 0 1 2 6 0 1 4 39
Forecasting trade durations via ACD models with mixture distributions 0 0 0 12 0 0 2 22
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION 0 0 2 23 0 0 5 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 0 1 2 47
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 1 1 1 3 1 1 1 23
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 0 1 1 6 1 3 4 27
On long memory effects in the volatility measure of Cryptocurrencies 0 0 0 17 0 2 3 56
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 3 43 0 1 12 118
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 1 17 2 5 12 79
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 0 0 12 0 2 2 50
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 0 0 2 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 1 1 3 183
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 2 2 3 78
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 0 1 55 0 0 2 193
Total Journal Articles 3 9 37 647 17 55 205 2,733

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06