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 1 17 54
Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression 0 0 0 33 0 1 8 65
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 150 0 0 9 384
Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks 0 0 0 7 0 1 5 17
Time-varying neural network for stock return prediction 0 0 0 35 1 2 11 88
Total Working Papers 0 0 0 255 1 5 50 608

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 15 0 0 4 72
A Poisson geometric process approach for predicting drop-out and committed first-time blood donors 0 0 0 5 0 1 4 44
A new look at Cryptocurrencies 0 1 10 216 0 4 46 863
Bayesian analysis of constant elasticity of variance models 0 0 0 1 0 1 5 14
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution 0 0 3 29 0 1 12 125
Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions 0 0 0 16 0 0 11 83
Bayesian approach to analysing longitudinal bivariate binary data with informative dropout 0 0 0 8 0 1 7 55
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 0 6 66
Binary geometric process model for the modeling of longitudinal binary data with trend 0 0 0 8 0 0 6 39
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 0 0 0 1 0 0 4 23
Classification in segmented regression problems 0 0 0 24 0 0 4 126
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 24 0 3 17 120
Efficient modelling and forecasting with range based volatility models and its application 0 0 0 6 1 2 13 52
Forecasting trade durations via ACD models with mixture distributions 0 0 0 12 0 0 8 30
MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION 0 0 2 25 0 2 16 80
MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS 0 0 0 14 0 1 13 51
Monte Carlo approximation through Gibbs output in generalized linear mixed models 0 0 0 9 0 0 13 60
Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions 0 0 0 3 0 0 20 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 8 135
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin 0 0 0 6 0 0 8 35
On long memory effects in the volatility measure of Cryptocurrencies 0 0 1 18 0 1 12 68
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 1 44 0 4 33 151
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 2 19 1 1 19 98
RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES 0 0 0 12 0 1 6 56
Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution 0 0 0 1 2 5 9 21
Robust Bayesian analysis of loss reserving data using scale mixtures distributions 0 0 0 7 0 1 5 31
Statistical Exploration from SARS 0 0 0 31 0 0 6 189
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 6 84
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures 0 0 1 56 0 1 12 205
Total Journal Articles 0 1 21 668 4 32 336 3,069

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Statistics updated 2026-10-11