Concepedia
Statistics
Publications
48
Citations
2.6K
H-Index
29
Active since
2009
Affiliations
Australian National University(Current)
Purdue University West Lafayette
University of Technology Sydney
The University of Queensland
University of Strathclyde
Joshua C. C. Chan is an author at Australian National University specializing in statistics, engineering, and business.
Top concepts
StatisticsEngineeringBusinessStatistical InferenceEconometricsFinanceMacroeconomicsEconomicsMultivariate Stochastic VolatilityForecasting
Publications per year
2009–2023
47
Efficient simulation and integrated likelihood estimation in state space models
Joshua C. C. Chan, Ivan Jeliazkov · International Journal of Mathematical Modelling and Numerical Optimisation · 2009 · 298 citations
Modeling energy price dynamics: GARCH versus stochastic volatility
Joshua C. C. Chan, Angelia L. Grant · Energy Economics · 2015 · 195 citations
Economics, Volatility Modeling, Financial Economics +9
The Stochastic Volatility in Mean Model With Time-Varying Parameters: An Application to Inflation Modeling
Joshua C. C. Chan · Journal of Business and Economic Statistics · 2015 · 149 citations
Volatility Modeling, Popular Stochastic Volatility, Engineering +20
Moving average stochastic volatility models with application to inflation forecast
Joshua C. C. Chan · Journal of Econometrics · 2013 · 139 citations
Volatility Modeling, Multivariate Stochastic Volatility, Inflation Forecast +9
A New Model of Inflation, Trend Inflation, and Long‐Run Inflation Expectations
Joshua C. C. Chan, Todd E. Clark, Gary Koop · Journal of money credit and banking · 2018 · 115 citations · Full text
Forecasting Methodology, Engineering, Trend Inflation +16
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