Jennifer S.K. Chan
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Jennifer |
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S.K. |
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Chan |
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Research profile
author of:
- Risk Margin Quantile Function Via Parametric and Non-Parametric Bayesian Quantile Regression (RePEc:arx:papers:1402.2492)
by Alice X. D. Dong & Jennifer S. K. Chan & Gareth W. Peters - Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 (RePEc:arx:papers:1912.06193)
by Nick James & Max Menzies & Jennifer Chan - Semi-metric portfolio optimization: a new algorithm reducing simultaneous asset shocks (RePEc:arx:papers:2001.09404)
by Nick James & Max Menzies & Jennifer Chan - Time-varying neural network for stock return prediction (RePEc:arx:papers:2003.02515)
by Steven Y. K. Wong & Jennifer Chan & Lamiae Azizi & Richard Y. D. Xu - Statistical Exploration from SARS (RePEc:bes:amstat:v:60:y:2006:m:february:p:81-91)
by Yu, Philip L.H. & Chan, Jennifer S.K. & Fung, Wing K. - Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models (RePEc:bpj:sndecm:v:23:y:2019:i:2:p:22:n:4)
by Chan Jennifer So Kuen & Nitithumbundit Thanakorn & Peiris Shelton & Ng Kok-Haur - Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution (RePEc:cup:astinb:v:38:y:2008:i:01:p:207-230_01)
by Chan, Jennifer S.K. & Boris Choy, S.T. & Makov, Udi E. - Risk Margin Quantile Function Via Parametric And Non-Parametric Bayesian Approaches (RePEc:cup:astinb:v:45:y:2015:i:03:p:503-550_00)
by Dong, Alice X.D. & Chan, Jennifer S.K. & Peters, Gareth W. - Modelling Insurance Losses Using Contaminated Generalised Beta Type-Ii Distribution (RePEc:cup:astinb:v:48:y:2018:i:02:p:871-904_00)
by Chan, J.S.K. & Choy, S.T.B. & Makov, U.E. & Landsman, Z. - Multivariate Long-Memory Cohort Mortality Models (RePEc:cup:astinb:v:50:y:2020:i:1:p:223-263_8)
by Yan, Hongxuan & Peters, Gareth W. & Chan, Jennifer S.K. - Statistical inference for geometric processes with lognormal distribution (RePEc:eee:csdana:v:27:y:1998:i:1:p:99-112)
by Lam Yeh & So Kuen Chan - Statistical inference for geometric processes with gamma distributions (RePEc:eee:csdana:v:47:y:2004:i:3:p:565-581)
by Chan, Jennifer S. K. & Lam, Yeh & Leung, Doris Y. P. - Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output (RePEc:eee:csdana:v:53:y:2009:i:12:p:4530-4545)
by Chan, Jennifer S.K. & Leung, Doris Y.P. & Boris Choy, S.T. & Wan, Wai Y. - Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions (RePEc:eee:csdana:v:55:y:2011:i:1:p:687-702)
by Wan, Wai-Yin & Chan, Jennifer So-Kuen - Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures (RePEc:eee:csdana:v:55:y:2011:i:1:p:852-862)
by Wang, Joanna J.J. & Chan, Jennifer S.K. & Choy, S.T. Boris - Classification in segmented regression problems (RePEc:eee:csdana:v:55:y:2011:i:7:p:2276-2287)
by Chen, Cathy W.S. & Chan, Jennifer S.K. & So, Mike K.P. & Lee, Kevin K.M. - A Bayesian conditional autoregressive geometric process model for range data (RePEc:eee:csdana:v:56:y:2012:i:11:p:3006-3019)
by Chan, J.S.K. & Lam, C.P.Y. & Yu, P.L.H. & Choy, S.T.B. & Chen, C.W.S. - Efficient modelling and forecasting with range based volatility models and its application (RePEc:eee:ecofin:v:42:y:2017:i:c:p:448-460)
by Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat - Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data (RePEc:eee:ecofin:v:47:y:2019:i:c:p:537-551)
by Tan, Shay-Kee & Ng, Kok-Haur & Chan, Jennifer So-Kuen & Mohamed, Ibrahim - A new look at Cryptocurrencies (RePEc:eee:ecolet:v:163:y:2018:i:c:p:6-9)
by Phillip, Andrew & Chan, Jennifer S.K. & Peiris, Shelton - On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin (RePEc:eee:ecosta:v:16:y:2020:i:c:p:69-90)
by Phillip, Andrew & Chan, Jennifer & Peiris, Shelton - On long memory effects in the volatility measure of Cryptocurrencies (RePEc:eee:finlet:v:28:y:2019:i:c:p:95-100)
by Phillip, Andrew & Chan, Jennifer & Peiris, Shelton - On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure (RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105)
by Tan, Shay-Kee & Chan, Jennifer So-Kuen & Ng, Kok-Haur - Bayesian analysis of loss reserving using dynamic models with generalized beta distribution (RePEc:eee:insuma:v:53:y:2013:i:2:p:355-365)
by Dong, A.X.D. & Chan, J.S.K. - Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions (RePEc:eee:jmvana:v:127:y:2014:i:c:p:72-87)
by Chan, Jennifer So Kuen & Wan, Wai Yin - Monte Carlo approximation through Gibbs output in generalized linear mixed models (RePEc:eee:jmvana:v:94:y:2005:i:2:p:300-312)
by Chan, Jennifer S.K. & Kuk, Anthony Y.C. & Yam, Carrie H.K. - Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 (RePEc:eee:phsmap:v:565:y:2021:i:c:s0378437120308797)
by James, Nick & Menzies, Max & Chan, Jennifer - Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions (RePEc:eee:reveco:v:61:y:2019:i:c:p:188-212)
by Chan, Jennifer So-Kuen & Ng, Kok-Haur & Ragell, Rachel - Binary geometric process model for the modeling of longitudinal binary data with trend (RePEc:spr:compst:v:25:y:2010:i:3:p:505-536)
by Jennifer Chan & Doris Leung - Bayesian approach to analysing longitudinal bivariate binary data with informative dropout (RePEc:spr:compst:v:26:y:2011:i:1:p:121-144)
by Jennifer Chan & Wai Wan - A Poisson geometric process approach for predicting drop-out and committed first-time blood donors (RePEc:taf:japsta:v:41:y:2014:i:7:p:1486-1503)
by J.S.K. Chan & W.Y. Wan & P.L.H. Yu - Robust Bayesian analysis of loss reserving data using scale mixtures distributions (RePEc:taf:japsta:v:43:y:2016:i:3:p:396-411)
by S.T. Boris Choy & Jennifer S.K. Chan & Udi E. Makov - Forecasting trade durations via ACD models with mixture distributions (RePEc:taf:quantf:v:19:y:2019:i:12:p:2051-2067)
by R. P. Yatigammana & J. S. K. Chan & R. H. Gerlach - Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution (RePEc:uts:rpaper:196)
by Jennifer Chan & Boris Choy & Udi Makov - Bayesian analysis of constant elasticity of variance models (RePEc:wly:apsmbi:v:23:y:2007:i:1:p:83-96)
by Jennifer S. K. Chan & S. T. Boris Choy & Anna B. W. Lee