N. Y. Chan

Statistics and Probability · 2011

A researcher in the Science corpus: 1 paper; trusts 11 researchers and is trusted by 10 researchers here, as inferred from the citation graph.

Subfields

• Statistics and Probability — 8 citations into it; #5,649 of 12,932 by trust here, #9,714 by citations
• Economics and Econometrics — 6 citations into it; #9,393 of 23,481 by trust here, #20,008 by citations
• Finance — 6 citations into it; #4,354 of 10,518 by trust here, #8,598 by citations

Whom N. Y. Chan trusts overall

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

1. Robert F. Engle
2. Tim Bollerslev
3. Chris Brooks
4. Ruey S. Tsay
5. Efthymios G. Tsionas
6. John Geweke
7. T. Lancaster
8. Chit-ming. Wong
9. Mike K. P. So
10. Cathy W. S. Chen

Who trusts N. Y. Chan overall

1. M. Nieto
2. Ayoub Ammy-Driss

Papers from N. Y. Chan's perspective

Ordered by how strongly the researchers N. Y. 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. Bayesian quantile regression
4. A Double-Threshold GARCH Model for the French Franc/Deutschmark Exchange Rate
5. Regression Quantiles
6. Bayesian quantile inference
7. Evaluating Value-at-Risk Models with Desk-Level Data (Management Sciences)
8. Value at Risk Models in Finance (Social Science Research Network)
9. Analysis of Financial Time Series: Tsay/Analysis of Financial Time Series
10. On a threshold heteroscedastic model

Their papers

• Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets (2011) — 131 citations