Concepedia

Cathy W. S. Chen

CW

81

Publications

3.1K

Citations

31

H-Index

1984

Active since

Affiliations

Feng Chia University(Current)

The University of Sydney

Hong Kong University of Science and Technology

Seoul National University

University of Hong Kong

Cathy W. S. Chen is an author at Feng Chia University specializing in statistics, business, and finance.

Top concepts

StatisticsBusinessFinanceEconometricsEngineeringAsset PricingEconomicsVolatility ModelingForecastingStatistical Inference

Publications per year

1984–2022

81

Publications

81

On a threshold heteroscedastic model

Cathy W. S. Chen, Mike K. P. So · International Journal of Forecasting · 2005 · 299 citations

Econometric Model, Volatility Modeling, Business +5

BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS

Cathy W. S. Chen, Jack C. Lee · Journal of Time Series Analysis · 1995 · 168 citations

Tar Model, Bayesian Statistic, Engineering +13

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

Richard Gerlach, Cathy W. S. Chen, Nancy Y. C. Chan · Journal of Business and Economic Statistics · 2010 · 120 citations

Volatility Modeling, Time-varying Quantile, Financial Economics +12

Turning points, reproduction number, and impact of climatological events for multi‐wave dengue outbreaks

Ying‐Hen Hsieh, Cathy W. S. Chen · Tropical Medicine & International Health · 2009 · 116 citations · Full text

Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

Cathy W. S. Chen, Thomas C. Chiang, Mike K. P. So · Journal of Economics and Business · 2003 · 115 citations

Empirical Finance, Economics, Financial Economics +13

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