| |
| 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 | 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) |
| 2007 | ||
| 2 | EE | James D. Stamey, Richard Gerlach: Bayesian sample size determination for case-control studies with misclassification. Computational Statistics & Data Analysis 51(6): 2982-2992 (2007) |
| 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 | Cathy W. S. Chen | [1] [3] [4] |
| 2 | Edward M. H. Lin | [4] |
| 3 | Mike K. P. So | [1] |
| 4 | James D. Stamey | [2] |
| 5 | Amanda P. J. Tai | [3] |