Felix Chan

Economics and Econometrics · 2001–2018

A researcher in the Science corpus: 7 papers; trusts 11 researchers and is trusted by 26 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 51 citations into it; #3,072 of 23,481 by trust here, #4,632 by citations
• Finance — 39 citations into it; #2,297 of 10,518 by trust here, #2,404 by citations
• Statistics and Probability — 19 citations into it
• Management Science and Operations Research — 11 citations into it; #7,459 of 11,946 by trust here, #9,931 by citations
• Economics & Operations Research — 5 citations into it

Whom Felix Chan trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. S. Ling
2. Tim Bollerslev
3. Michael Mcaleer
4. Daniel B. Nelson
5. Robert F. Engle
6. Allan G. Timmermann
7. Todd E. Clark
8. Jeremy Smith
9. Dick Van Dijk
10. Ken West

Who trusts Felix Chan overall

1. Michael Mcaleer
2. Melike Bildirici
3. Mohamed Arouri
4. Haiyan Song
5. Evangelos Spiliotis
6. Boqiang Lin
7. Christian Francq
8. Walid Mensi
9. Christian M. Hafner
10. Nilgun Guler Bayazit

Papers from Felix Chan's perspective

Ordered by how strongly the researchers Felix Chan trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
3. On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
4. Stationarity and the existence of moments of a family of GARCH processes
5. CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
6. Large Scale Conditional Covariance Matrix Modeling, Estimation and Testing
7. A Survey of Recent Theoretical Results for Time Series Models with GARCH Errors
8. Chapter 4 Forecast Combinations
9. Approximately Normal Tests for Equal Predictive Accuracy in Nested Models
10. Multivariate Stochastic Volatility: A Review

Their papers

• Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (2009) — 224 citations
• Some Theoretical Results on Forecast Combinations (2018) — 78 citations
• Modelling multivariate international tourism demand and volatility (2005) — 231 citations
• GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION (2008) — 182 citations
• An econometric analysis of asymmetric volatility : Theory and application to patents (2007) — 201 citations
• Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence (2002) — 79 citations
• Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers (2001) — 48 citations