Cathy W. S. Chen
Statistics and Probability · 2003–2017
A researcher in the Science corpus: 5 papers; trusts 30 researchers and is trusted by 13 researchers here, as inferred from the citation graph.
Subfields
- Statistics and Probability — 29 citations into it; #5,648 of 12,932 by trust here, #8,279 by citations
- Finance — 23 citations into it; #3,305 of 10,518 by trust here, #4,371 by citations
- Economics and Econometrics — 15 citations into it; #7,164 of 23,481 by trust here, #10,872 by citations
- Artificial Intelligence — 11 citations into it
Whom Cathy W. S. Chen trusts overall
Their strongest outbound trust, strongest first, inferred from their citations.
- Robert F. Engle
- Tim Bollerslev
- Chris Brooks
- Daniel B. Nelson
- Christian H. Weiβ
- Lawrence R. Glosten
- Vivek S. Borkar
- Chit-ming. Wong
- Mike K. P. So
- Richard A. Davis
Who trusts Cathy W. S. Chen overall
Papers from Cathy W. S. Chen's perspective
Ordered by how strongly the researchers Cathy W. S. Chen trusts endorse each paper. Same corpus, a different order for every researcher.
- Generalized autoregressive conditional heteroskedasticity
- Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
- Integer‐Valued GARCH Process
- CONDITIONAL HETEROSKEDASTICITY IN ASSET RETURNS: A NEW APPROACH
- Thinning operations for modeling time series of counts—a survey
- Bayesian measures of model complexity and fit
- Absolute regularity and ergodicity of Poisson count processes
- On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
- Modeling overdispersed or underdispersed count data with generalized Poisson integer-valued GARCH models
- Multivariate Statistical Modelling Based on Generalized Linear Models (Technometrics)
Their papers
- On a threshold heteroscedastic model (2006) — 299 citations
- Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model (2003) — 123 citations
- Parameter change test for zero-inflated generalized Poisson autoregressive models (2016) — 50 citations
- Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets (2011) — 131 citations
- Bayesian causality test for integer‐valued time series models with applications to climate and crime data (2017) — 67 citations