( en | de | ru )

 

Disambiguation of "Chen, Cathy W. S."

Author of the publication

copydeleteadd this publication to your clipboard
Volatility forecasting using threshold heteroskedastic models of the intra-day range.

, , and . Comput. Stat. Data Anal., 52 (6): 2990-3010 (2008)

Please choose a person to relate this publication to

To differ between persons with the same name, the academic degree and the title of an important publication will be displayed. You can also use the button next to the name to display some publications already assigned to the person.

S. W. Armfield The University of Sydney

Cathy Rohnke

Cathy Czako

Cathy Eberhart

Cathy Waegner

 

Other publications of authors with the same name

Statistical Estimation of Portfolios for Dependent Financial Returns., , , , , and . Adv. Decis. Sci., (2012)Comparison of nonnested asymmetric heteroskedastic models., , and . Comput. Stat. Data Anal., 51 (4): 2164-2178 (2006)Bayesian causal effects in quantiles: Accounting for heteroscedasticity., , and . Comput. Stat. Data Anal., 53 (6): 1993-2007 (2009)Threshold variable selection of asymmetric stochastic volatility models., , and . Comput. Stat., 28 (6): 2415-2447 (2013)Ordinal Time Series Forecasting of the Air Quality Index., and . Entropy, 23 (9): 1167 (2021)Bayesian Forecasting for Tail Risk., and . Predictive Econometrics and Big Data, volume 753 of Studies in Computational Intelligence, Springer, (2018)Special issue on Bayesian computing, methods and applications., , , and . Comput. Stat. Data Anal., (2014)Volatility forecasting using threshold heteroskedastic models of the intra-day range., , and . Comput. Stat. Data Anal., 52 (6): 2990-3010 (2008)Testing for nonlinearity in mean and volatility for heteroskedastic models., , and . Math. Comput. Simul., 79 (3): 489-499 (2008)Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity., and . Comput. Stat., 28 (3): 1103-1131 (2013)