| |
| 2008 | ||
|---|---|---|
| 4 | EE | Cathy W. S. Chen, Richard Gerlach, Edward M. H. Lin: Volatility forecasting using threshold heteroskedastic models of the intra-day range. Computational Statistics & Data Analysis 52(6): 2990-3010 (2008) |
| 3 | EE | Mike K. P. So, Cathy W. S. Chen, Jen-Yu Lee, Yi-Ping Chang: An empirical evaluation of fat-tailed distributions in modeling financial time series. Mathematics and Computers in Simulation 77(1): 96-108 (2008) |
| 2 | EE | Cathy W. S. Chen, Richard Gerlach, Amanda P. J. Tai: Testing for nonlinearity in mean and volatility for heteroskedastic models. Mathematics and Computers in Simulation 79(3): 489-499 (2008) |
| 2006 | ||
| 1 | EE | Cathy W. S. Chen, Richard Gerlach, Mike K. P. So: Comparison of nonnested asymmetric heteroskedastic models. Computational Statistics & Data Analysis 51(4): 2164-2178 (2006) |
| 1 | Yi-Ping Chang | [3] |
| 2 | Richard Gerlach | [1] [2] [4] |
| 3 | Jen-Yu Lee | [3] |
| 4 | Edward M. H. Lin | [4] |
| 5 | Mike K. P. So | [1] [3] |
| 6 | Amanda P. J. Tai | [2] |