Cathy W. S. Chen - Publications, H-index & Citations

Cathy W. S. Chen

Feng Chia University

31H指数

177论文数

3.5K被引数

收录论文 25

发表时间

Bayesian Tail Risk Forecasting with Geopolitical Narratives and Range-Based Volatility 结合地缘政治叙事和基于区间波动率的贝叶斯尾部风险预测

Computational Economics

IF2.2

2026-01-01

PREAI

Chen, Cathy W. S.; Lin, Aaron E. P.; Asai, Manabu

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

STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT

IF3.6

2024-03-09

PREAI

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

Tail risk forecasting with semiparametric regression models by incorporating overnight information

JOURNAL OF FORECASTING

IF2.7

2024-02-20

OAAI

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

Tail risk forecasting of realized volatility CAViaR models

FINANCE RESEARCH LETTERS

IF6.9

2023-01-01

PREAI

Chen, Cathy W. S.; Hsu, Hsiao-Yun; Watanabe, Toshiaki

Bayesian quantile forecasting via the realized hysteretic GARCH model

JOURNAL OF FORECASTING

IF2.7

2022-06-21

PREAI

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

Multi-asset pair-trading strategy: A statistical learning approach

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2021-01-01

PREAI

Lin, Tsai-Yu; Chen, Cathy W. S.; Syu, Fong-Yi

Inferences of default risk and borrower characteristics on P2P lending

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2019-11-01

PREAI

Chen, Cathy W. S.; Dong, Manh Cuong; Liu, Nathan; Sriboonchitta, Songsak

Predicting failure risk using financial ratios: Quantile hazard model approach

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2018-04-01

PREAI

Manh Cuong Dong; Tian, Shaonan; Chen, Cathy W. S.

Causality test of ambient fine particles and human influenza in Taiwan: Age group-specific disparity and geographic heterogeneity

ENVIRONMENT INTERNATIONAL

IF9.7

2018-02-01

PREAI

Chen, Cathy W. S.; Hsieh, Ying-Hen; Su, Hung-Chieh; Wu, Jia Jing

Nonparametric tolerance limits for pair trading

FINANCE RESEARCH LETTERS

IF6.9

2017-05-01

PREAI

Chen, Cathy W. S.; Lin, Tsai-Yu

Pair trading based on quantile forecasting of smooth transition GARCH models

NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE

IF3.9

2017-01-01

PREAI

Chen, Cathy W. S.; Wang, Zona; Sriboonchitta, Songsak; Lee, Sangyeol

Bayesian Assessment of Dynamic Quantile Forecasts

JOURNAL OF FORECASTING

IF2.7

2016-03-21

PREAI

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

Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2012-07-01

OAAI

Chen, Cathy W. S.; Gerlach, Richard; Hwang, Bruce B. K.; McAleer, Michael

Forecasting volatility with asymmetric smooth transition dynamic range models

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2012-04-01

PREAI

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

Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

JOURNAL OF FORECASTING

IF2.7

2011-05-26

PREAI

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

Volatility Forecasting with Double Markov Switching GARCH Models

JOURNAL OF FORECASTING

IF2.7

2008-12-03

PREAI

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

On a threshold heteroscedastic model

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2006-01-01

125

PREAI

Chen, CWS; So, MKP

Quarantine for SARS, Taiwan

EMERGING INFECTIOUS DISEASES

IF6.6

2005-02-01

OAAI

Hsieh, YH; King, CC; Chen, CWS; Ho, MS; Lee, JY; Liu, FC; Wu, YC; JulianWu, JS

A Bayesian threshold nonlinearity test for financial time series

JOURNAL OF FORECASTING

IF2.7

2005-01-01

PREAI

So, MKP; Chen, CWS; Chen, MT

SARS outbreak in Taiwan - In reply

EMERGING INFECTIOUS DISEASES

IF6.6

2004-08-01

OAAI

Hsieh, YH; Chen, CWS; Hsu, SB

研究方向