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 3 3 39
Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression 0 0 0 33 1 2 3 59
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 150 1 2 4 377
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 3 4 80
Total Working Papers 0 0 0 255 4 10 15 567

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 1 1 15 0 1 1 68
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 5 0 0 2 40
A new look at Cryptocurrencies 0 2 18 207 4 15 91 825
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 1 1 1 27 2 3 5 116
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 0 3 72
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout 0 0 0 8 0 1 1 49
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 1 1 1 61
Binary geometric process model for the modeling of longitudinal binary data with trend 0 0 0 8 0 1 1 34
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 1 0 0 1 19
Classification in segmented regression problems 0 0 0 24 0 1 2 123
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 23 1 3 4 104
Efficient modelling and forecasting with range based volatility models and its application 0 0 2 6 1 1 5 40
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 1 23 3 3 6 67
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS 0 0 0 14 3 3 4 41
Monte Carlo approximation through Gibbs output in generalized linear mixed models 0 0 0 9 2 2 4 49
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 0 1 1 3 0 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 1 1 1 128
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 0 2 4 28
On long memory effects in the volatility measure of Cryptocurrencies 0 0 0 17 0 1 4 57
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 0 43 2 2 9 120
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 0 17 2 4 13 81
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 0 0 12 0 0 2 50
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 2 2 4 14
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 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 5 6 81
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 0 0 55 4 6 7 199
Total Journal Articles 1 5 26 649 30 60 192 2,776

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Statistics updated 2025-12-06