Works by Chen, Cathy W. S.

Results: 50

Empirical Bayes approach to estimating the number of HIV-infected individuals in hidden and elusive populations.

Published in:

2000

By:

Hsieh, Ying-Hen;
Chen, Cathy W. S.;
Lee, Shen-Ming;
Hsieh, Y H;
Chen, C W;
Lee, S M

Publication type:

journal article

Threshold variable selection of asymmetric stochastic volatility models.

Published in:

Computational Statistics, 2013, v. 28, n. 6, p. 2415, doi. 10.1007/s00180-013-0412-y

By:

Chen, Cathy W. S.;
Liu, Feng-Chi;
So, Mike K. P.

Publication type:

Article

Improving Quantile Forecasts via Realized Double Hysteretic GARCH Model in Stock Markets.

Published in:

Computational Economics, 2024, v. 64, n. 6, p. 3447, doi. 10.1007/s10614-024-10563-y

By:

Chen, Cathy W. S.;
Chien, Cindy T. H.

Publication type:

Article

On a Bivariate Hysteretic AR-GARCH Model with Conditional Asymmetry in Correlations.

Published in:

Computational Economics, 2021, v. 58, n. 2, p. 413, doi. 10.1007/s10614-020-10034-0

By:

Chen, Cathy W. S.;
Than-Thi, Hong;
Asai, Manabu

Publication type:

Article

How Strong is the Relationship Among Gold and USD Exchange Rates? Analytics Based on Structural Change Models.

Published in:

Computational Economics, 2019, v. 53, n. 1, p. 343, doi. 10.1007/s10614-017-9743-z

By:

Dong, Manh Cuong;
Chen, Cathy W. S.;
Lee, Sangyoel;
Sriboonchitta, Songsak

Publication type:

Article

On Fisher’s dispersion test for integer-valued autoregressive Poisson models with applications.

Published in:

Communications in Statistics: Theory & Methods, 2017, v. 46, n. 20, p. 9985, doi. 10.1080/03610926.2016.1228970

By:

Lee, Sangyeol;
Park, Siyun;
Chen, Cathy W. S.

Publication type:

Article

A Bayesian Threshold Nonlinearity Test for Financial Time Series.

Published in:

Journal of Forecasting, 2005, v. 24, n. 1, p. 61, doi. 10.1002/for.939

By:

So, Mike K. P.;
Chen, Cathy W. S.;
Chen, Ming-Tien

Publication type:

Article

Subset selection of autoregressive time series models.

Published in:

Journal of Forecasting, 1999, v. 18, n. 7, p. 505, doi. 10.1002/(SICI)1099-131X(199912)18:7<505::AID-FOR728>3.0.CO;2-U

By:

Chen, Cathy W. S.

Publication type:

Article

On selecting a power transformation in time-series analysis.

Published in:

Journal of Forecasting, 1997, v. 16, n. 5, p. 343, doi. 10.1002/(SICI)1099-131X(199709)16:5<343::AID-FOR665>3.0.CO;2-J

By:

Chen, Cathy W. S.;
Lee, Jack C.

Publication type:

Article

Model selection of a switching mechanism for financial time series.

Published in:

Applied Stochastic Models in Business & Industry, 2016, v. 32, n. 6, p. 836, doi. 10.1002/asmb.2205

By:

Truong, Buu‐Chau;
Chen, Cathy W. S.;
So, Mike K. P.

Publication type:

Article

Falling and explosive, dormant, and rising markets via multiple-regime financial time series models.

Published in:

Applied Stochastic Models in Business & Industry, 2010, v. 26, n. 1, p. 28, doi. 10.1002/asmb.765

By:

Chen, Cathy W. S.;
Gerlach, Richard H.;
Lin, Ann M. H.

Publication type:

Article

Modelling financial time series with threshold nonlinearity in returns and trading volume.

Published in:

Applied Stochastic Models in Business & Industry, 2007, v. 23, n. 4, p. 319, doi. 10.1002/asmb.674

By:

So, Mike K. P.;
Chen, Cathy W. S.;
Chiang, Thomas C.;
Lin, Doris S. Y.

Publication type:

Article

Asymmetric response and interaction of U.S. and local news in financial markets.

Published in:

Applied Stochastic Models in Business & Industry, 2005, v. 21, n. 3, p. 273, doi. 10.1002/asmb.600

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Gerlach, Richard H.

Publication type:

Article

Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets.

Published in:

Journal of Business & Economic Statistics, 2011, v. 29, n. 4, p. 481, doi. 10.1198/jbes.2010.08203

By:

Gerlach, Richard H.;
Chen, Cathy W. S.;
Chan, Nancy Y. C.

Publication type:

Article

Candidate Genes Associated with Susceptibility for SARS-Coronavirus.

Published in:

Bulletin of Mathematical Biology, 2010, v. 72, n. 1, p. 122, doi. 10.1007/s11538-009-9440-8

By:

Ying-Hen Hsieh;
Chen, Cathy W. S.;
Shu-Fang Hsu Schmitz;
Chwan-Chuan King;
Wei-Ju Chen;
Yi-Chun Wu;
Mei-Shang Ho

Publication type:

Article

Markov switching integer‐valued generalized auto‐regressive conditional heteroscedastic models for dengue counts.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 2019, v. 68, n. 4, p. 963, doi. 10.1111/rssc.12344

By:

Chen, Cathy W. S.;
Khamthong, Khemmanant;
Lee, Sangyeol

Publication type:

Article

Bayesian causality test for integer-valued time series models with applications to climate and crime data.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 2017, v. 66, n. 4, p. 797, doi. 10.1111/rssc.12200

By:

Chen, Cathy W. S.;
Lee, Sangyeol

Publication type:

Article

Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors.

Published in:

Journal of the Royal Statistical Society: Series C (Applied Statistics), 2006, v. 55, n. 2, p. 201, doi. 10.1111/j.1467-9876.2006.00535.x

By:

So, Mike K. P.;
Chen, Cathy W. S.;
Feng-Chi Liu

Publication type:

Article

Statistical Estimation of Portfolios for Dependent Financial Returns.

Published in:

Advances in Decision Sciences, 2012, p. 1, doi. 10.1155/2012/681490

By:

Masanobu Taniguchi;
Cathy W. S. Chen;
Junichi Hirukawa;
Hiroshi Shiraishi;
Kenichiro Tamaki;
Veredas, David

Publication type:

Article

Assessing government policies' impact on the COVID-19 pandemic and elderly deaths in East Asia.

Published in:

Epidemiology & Infection, 2022, v. 150, p. 1, doi. 10.1017/S0950268822001388

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Liu, Feng-Chi

Publication type:

Article

Bayesian Forecasting of Bounded Poisson Distributed Time Series.

Published in:

Entropy, 2024, v. 26, n. 1, p. 16, doi. 10.3390/e26010016

By:

Liu, Feng-Chi;
Chen, Cathy W. S.;
Ho, Cheng-Ying

Publication type:

Article

Ordinal Time Series Forecasting of the Air Quality Index.

Published in:

Entropy, 2021, v. 23, n. 9, p. 1167, doi. 10.3390/e23091167

By:

Chen, Cathy W. S.;
Chiu, L. M.

Publication type:

Article

High-dimensional data analysis and visualisation.

Published in:

Computational Statistics, 2024, v. 39, n. 1, p. 1, doi. 10.1007/s00180-023-01428-3

By:

Chen, Cathy W. S.;
Lombardo, Rosaria;
Ripamonti, Enrico

Publication type:

Article

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts.

Published in:

Computational Statistics, 2021, v. 36, n. 1, p. 261, doi. 10.1007/s00180-020-01018-7

By:

Chen, Cathy W. S.;
Lee, Sangyeol;
Khamthong, K.

Publication type:

Article

Bayesian modelling of integer-valued transfer function models.

Published in:

Statistical Modelling: An International Journal, 2024, v. 24, n. 1, p. 29, doi. 10.1177/1471082X221075477

By:

Pingal, Aljo Clair;
Chen, Cathy W. S.

Publication type:

Article

Hysteretic Poisson INGARCH model for integer-valued time series.

Published in:

Statistical Modelling: An International Journal, 2017, v. 17, n. 6, p. 401, doi. 10.1177/1471082X17703855

By:

Truong, Buu-Chau;
Chen, Cathy W. S.;
Sriboonchitta, Songsak

Publication type:

Article

Bayesian Forecasting of Value‐at‐Risk and Expected Shortfall in Cryptocurrency Markets: A Nonlinear Semi‐Parametric Framework.

Published in:

Applied Stochastic Models in Business & Industry, 2025, v. 41, n. 1, p. 1, doi. 10.1002/asmb.2926

By:

Chen, Cathy W. S.;
Chen, Po‐Hui;
Hsu, Ying‐Lin

Publication type:

Article

Bayesian inference of multiple structural change models with asymmetric GARCH errors.

Published in:

Statistical Methods & Applications, 2021, v. 30, n. 3, p. 1053, doi. 10.1007/s10260-020-00549-z

By:

Chen, Cathy W. S.;
Lee, Bonny

Publication type:

Article

Tail risk forecasting with semiparametric regression models by incorporating overnight information.

Published in:

Journal of Forecasting, 2024, v. 43, n. 5, p. 1492, doi. 10.1002/for.3090

By:

Chen, Cathy W. S.;
Koike, Takaaki;
Shau, Wei‐Hsuan

Publication type:

Article

Bayesian quantile forecasting via the realized hysteretic GARCH model.

Published in:

Journal of Forecasting, 2022, v. 41, n. 7, p. 1317, doi. 10.1002/for.2876

By:

Chen, Cathy W. S.;
Lin, Edward M. H.;
Huang, Tara F. J.

Publication type:

Article

Bayesian Assessment of Dynamic Quantile Forecasts.

Published in:

Journal of Forecasting, 2016, v. 35, n. 8, p. 751, doi. 10.1002/for.2408

By:

Gerlach, Richard;
Chen, Cathy W. S.;
Lin, Edward M. H.

Publication type:

Article

Volatility forecasting with double Markov switching GARCH models.

Published in:

Journal of Forecasting, 2009, v. 28, n. 8, p. 681, doi. 10.1002/for.1119

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Lin, Edward M. H.

Publication type:

Article

Asymmetric Return and Volatility Responses to Composite News from Stock Markets.

Published in:

Multinational Finance Journal, 2007, v. 11, n. 3/4, p. 179

By:

Chiang, Thomas C.;
Chen, Cathy W. S.;
So, Mike K. P.

Publication type:

Article

Public opinion concerning governments' response to the COVID-19 pandemic.

Published in:

PLoS ONE, 2022, v. 17, n. 3, p. 1, doi. 10.1371/journal.pone.0260062

By:

Chen, Cathy W. S.;
Fan, Tsai-Hung

Publication type:

Article

Bayesian non‐linear quantile effects on modelling realized kernels.

Published in:

International Journal of Finance & Economics, 2023, v. 28, n. 1, p. 981, doi. 10.1002/ijfe.2459

By:

Dong, Manh Cuong;
Chen, Cathy W. S.;
Asai, Manabu

Publication type:

Article

Bayesian Expected Shortfall Forecasting Incorporating the Intraday Range.

Published in:

Journal of Financial Econometrics, 2015, v. 14, n. 1, p. 128, doi. 10.1093/jjfinec/nbu022

By:

GERLACH, RICHARD;
CHEN, CATHY W. S.

Publication type:

Article

Spatial-temporal hurdle model vs. spatial zero-inflated GARCH model: analysis of weekly dengue fever cases.

Published in:

Stochastic Environmental Research & Risk Assessment, 2024, v. 38, n. 6, p. 2119, doi. 10.1007/s00477-024-02671-w

By:

Chen, Cathy W. S.;
Chen, Chun-Shu

Publication type:

Article

Bias may be unintentional but it's still there.

Published in:

2006

By:

Chen, Cathy W. S.;
Ying-Hen Hsieh

Publication type:

Letter

Quarantine for SARS, Taiwan.

Published in:

Emerging Infectious Diseases, 2005, v. 11, n. 2, p. 278

By:

Ying-Hen Hsieh;
Chwan-Chuan King;
Chen, Cathy W. S.;
Mei-Shang Ho;
Jen-Yu Lee;
Feng-Chi Liu;
Yi-Chun Wu;
JulianWu, Jiunn-Shyan

Publication type:

Article

SARS Outbreak in Taiwan.

Published in:

2004

By:

Ying-Hen Hsieh;
Chen, Cathy W. S.;
Sze-Bi Hsu

Publication type:

Letter

SARS outbreak, Taiwan, 2003.

Published in:

2004

By:

Hsieh, Ying-Hen;
Chen, Cathy W S;
Hsu, Sze-Bi

Publication type:

journal article

SARS Outbreak, Taiwan, 2003.

Published in:

Emerging Infectious Diseases, 2004, v. 10, n. 2, p. 201, doi. 10.3201/eid1002.030515

By:

Ying-Hen Hsieh;
Chen, Cathy W. S.;
Sze-Bi Hsu

Publication type:

Article

BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS.

Published in:

Journal of Time Series Analysis, 1995, v. 16, n. 5, p. 483, doi. 10.1111/j.1467-9892.1995.tb00248.x

By:

Chen, Cathy W. S.;
Lee, Jack C.

Publication type:

Article

Bayesian inferences and forecasting in bilinear time series models.

Published in:

Communications in Statistics: Theory & Methods, 1992, v. 21, n. 6, p. 1725, doi. 10.1080/03610929208830875

By:

Chen, Cathy W. S.

Publication type:

Article

On hysteretic vector autoregressive model with applications.

Published in:

Journal of Statistical Computation & Simulation, 2019, v. 89, n. 2, p. 191, doi. 10.1080/00949655.2018.1540619

By:

Chen, Cathy W. S.;
Than-Thi, Hong;
So, Mike K. P.

Publication type:

Article

Semi-parametric expected shortfall forecasting in financial markets.

Published in:

Journal of Statistical Computation & Simulation, 2017, v. 87, n. 6, p. 1084, doi. 10.1080/00949655.2016.1246549

By:

Gerlach, Richard;
Chen, Cathy W. S.

Publication type:

Article

Estimating the number of Cubans infected sexually by human immunodeficiency virus using contact tracing data.

Published in:

2002

By:

Hsieh, Ying-Hen;
de Arazoza, Hector;
Lee, Shen-Ming;
Chen, Cathy WS;
Chen, Cathy W S

Publication type:

journal article

HEAVY-TAILED-DISTRIBUTED THRESHOLD STOCHASTIC VOLATILITY MODELS IN FINANCIAL TIME SERIES.

Published in:

Australian & New Zealand Journal of Statistics, 2008, v. 50, n. 1, p. 29, doi. 10.1111/j.1467-842X.2007.00498.x

By:

Chen, Cathy W. S.;
Liu, F. C.;
So, Mike K. P.

Publication type:

Article

ESTIMATION IN RICKER'S TWO-RELEASE METHOD: A BAYESIAN APPROACH.

Published in:

Australian & New Zealand Journal of Statistics, 2006, v. 48, n. 2, p. 157, doi. 10.1111/j.1467-842X.2006.00432.x

By:

Shen-Ming Lee;
Chen, Cathy W. S.;
Gerlach, Richard H.;
Li-Hui Huang

Publication type:

Article

ASSESSING AND TESTING FOR THRESHOLD NONLINEARITY IN STOCK RETURNS.

Published in:

Australian & New Zealand Journal of Statistics, 2005, v. 47, n. 4, p. 473, doi. 10.1111/j.1467-842X.2005.00410.x

By:

Chen, Cathy W. S.;
So, Mike K. P.;
Gerlach, Richard H.

Publication type:

Article