Kuo‐Jung Lee

Estimating value at risk of portfolio by conditional copula-GARCH method

Jen-Jsung Huang, Kuo‐Jung Lee, Huei-Mei Liang et al. · Insurance Mathematics and Economics · 2009 · 142 citations

Portfolio Optimization, Engineering, Asset Pricing +7

Spatial Bayesian Variable Selection Models on Functional Magnetic Resonance Imaging Time-Series Data

Kuo‐Jung Lee, Galin L. Jones, Brian Caffo et al. · Bayesian Analysis · 2014 · 47 citations · Full text

Brain Mapping, Temporal Drift, Brain Organization +22

Contagion Effect of Natural Disaster and Financial Crisis Events on International Stock Markets

Kuo‐Jung Lee, Su-Lien Lu, You Shih · Journal of risk and financial management · 2018 · 31 citations · Full text

Financial Crisis Events, Natural Disasters, Economic Fluctuation +17

Bayesian analysis of Box–Cox transformed linear mixed models with ARMA() dependence

Jack C. Lee, Tsung‐I Lin, Kuo‐Jung Lee et al. · Journal of Statistical Planning and Inference · 2004 · 22 citations

Time-varying Confounding, Biostatistics, Bayesian Methods +5

Bayesian variable selection for finite mixture model of linear regressions

Kuo‐Jung Lee, Ray‐Bing Chen, Ying Wu · Computational Statistics & Data Analysis · 2015 · 21 citations

Bayesian Statistic, Bayesian Statistics, Mixture Distribution +4