Felix Chan
Names
Identifer
Contact
Affiliations
-
Curtin University
/ Faculty of Business and Law
/ School of Accounting, Economics and Finance
Research profile
author of:
- Structure and asymptotic theory for nonlinear models with GARCH erros (RePEc:anp:econom:v:16:y:2015:1:1_21)
by Felix Chan & Michael McAleer & Marcelo C. Medeiros - It pays to violate: how effective are the Basel accord penalties in encouraging risk management? (RePEc:bla:acctfi:v:52:y:2012:i:1:p:95-116)
by Bernardo da Veiga & Felix Chan & Michael McAleer - The Validity of Investor Sentiment Proxies (RePEc:bla:irvfin:v:17:y:2017:i:3:p:473-477)
by Felix Chan & Robert B. Durand & Joyce Khuu & Lee A. Smales - A pulse check on recent developments in time series econometrics (RePEc:bla:jecsur:v:37:y:2023:i:1:p:3-6)
by Felix Chan & Les Oxley - Modeling time‐varying higher‐order conditional moments: A survey (RePEc:bla:jecsur:v:37:y:2023:i:1:p:33-57)
by Sylvia J. Soltyk & Felix Chan - Testing for Structural Change in Heterogeneous Panels with an Application to the Euro's Trade Effect (RePEc:bpj:jtsmet:v:4:y:2012:i:2:n:3)
by Pauwels Laurent L. & Chan Felix & Mancini Griffoli Tommaso - Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors (RePEc:cbt:econwp:10/79)
by Felix Chan & Michael McAleer & Marcelo C. Medeiros - Modeling and Simulation: An Overview (RePEc:cbt:econwp:13/18)
by Michael McAleer & Felix Chan & Les Oxley - Even Count Estimation (RePEc:ceu:econwp:2018_2)
by Laszlo Balazsi & Felix Chan & Laszlo Matyas - Modelling with Discretized Ordered Choice Covariates (RePEc:ceu:econwp:2019_2)
by Felix Chan & Ágoston Reguly & László Mátyás - It Pays to Violate: How Effective are the Basel Accord Penalties? (RePEc:cfi:fseres:cf186)
by Bernardo da Veiga & Felix Chan & Michael McAleer - Generalized Autoregressive Conditional Correlation (RePEc:cup:etheor:v:24:y:2008:i:06:p:1554-1583_08)
by McAleer, Michael & Chan, Felix & Hoti, Suhejla & Lieberman, Offer - Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers (RePEc:dpr:wpaper:0539)
by Felix Chan & Michael McAleer - Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? (RePEc:eee:asieco:v:50:y:2017:i:c:p:62-72)
by Wali, Muammer & Chan, Felix & Manzur, Meher - An econometric analysis of asymmetric volatility: Theory and application to patents (RePEc:eee:econom:v:139:y:2007:i:2:p:259-284)
by McAleer, Michael & Chan, Felix & Marinova, Dora - Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks (RePEc:eee:econom:v:147:y:2008:i:1:p:163-185)
by Allen, David & Chan, Felix & McAleer, Michael & Peiris, Shelton - Liquidation discount—a novel application of ARFIMA–GARCH (RePEc:eee:empfin:v:36:y:2016:i:c:p:151-161)
by Singh, Ranjodh B. & Gould, John & Chan, Felix & Yang, Joey Wenling - Efficiency of the foreign currency options market (RePEc:eee:glofin:v:19:y:2008:i:2:p:157-170)
by Hoque, Ariful & Chan, Felix & Manzur, Meher - Some theoretical results on forecast combinations (RePEc:eee:intfor:v:34:y:2018:i:1:p:64-74)
by Chan, Felix & Pauwels, Laurent L. - Modelling the asymmetric volatility of electronics patents in the USA (RePEc:eee:matcom:v:64:y:2004:i:1:p:169-184)
by Chan, Felix & Marinova, Dora & McAleer, Michael - Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations (RePEc:eee:matcom:v:69:y:2005:i:1:p:46-56)
by Hoti, Suhejla & McAleer, Michael & Chan, Felix - Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk (RePEc:eee:matcom:v:78:y:2008:i:2:p:155-171)
by da Veiga, Bernardo & Chan, Felix & McAleer, Michael - Modelling time-varying higher moments with maximum entropy density (RePEc:eee:matcom:v:79:y:2009:i:9:p:2767-2778)
by Chan, Felix - Model specification in panel data unit root tests with an unknown break (RePEc:eee:matcom:v:81:y:2011:i:7:p:1299-1309)
by Chan, Felix & Pauwels, Laurent - Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation (RePEc:eee:matcom:v:81:y:2011:i:7:p:1385-1396)
by Chan, Felix & Theoharakis, Billy - Spectral analysis of seasonality in tourism demand (RePEc:eee:matcom:v:81:y:2011:i:7:p:1409-1418)
by Chan, Felix & Lim, Christine - The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence (RePEc:eee:matcom:v:93:y:2013:i:c:p:175-189)
by Chan, Felix & Pauwels, Laurent L. & Wongsosaputro, Johnathan - Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares (RePEc:eee:pacfin:v:16:y:2008:i:4:p:453-475)
by da Veiga, Bernardo & Chan, Felix & McAleer, Michael - It Pays to Violate: How Effective are the Basel Accord Penalties? (RePEc:ems:eureir:17309)
by da Veiga, B. & Chan, F. & McAleer, M.J. - Structure and Asymptotic theory for Nonlinear Models with GARCH Errors (RePEc:ems:eureir:22216)
by Chan, F. & McAleer, M.J. & Medeiros, M.C. - Modelling and Simulation: An Overview (RePEc:ems:eureir:40237)
by McAleer, M.J. & Chan, F. & Oxley, L. - Stability Tests for Heterogeneous Panel Data (RePEc:gii:giihei:heiwp24-2006)
by Felix Chan Tommaso Mancini-Griffoli Laurent L. Pauwels - Stability tests for heterogeneous panel data (RePEc:hal:psewpa:halshs-00589114)
by Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels - Stability tests for heterogeneous panel data (RePEc:hal:wpaper:halshs-00589114)
by Félix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels - Stability Tests for Heterogeneous Panel Data (RePEc:hkm:wpaper:092008)
by Felix Chan & Tommaso Mancini-Griffoli & Laurent L. Pauwels - An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality (RePEc:ids:ijrevm:v:5:y:2011:i:1:p:63-83)
by Christine Lim & Felix Chan - Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence (RePEc:jae:japmet:v:17:y:2002:i:5:p:509-534)
by Felix Chan & Michael McAleer - Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors (RePEc:kyo:wpaper:754)
by Felix Chan & Michael McAleer & Marcelo C. Medeiros - Modelling and Simulation: An Overview (RePEc:kyo:wpaper:865)
by Michael McAleer & Felix Chan & Les Oxley - Modeling Volatility in Foreign Currency Option Pricing (RePEc:mfj:journl:v:13:y:2009:i:3-4:p:189-208)
by Ariful Hoque & Felix Chan & Meher Manzur - Advantages of Non-Normality in Testing Cointegration Rank (RePEc:ozl:bcecwp:wp1306)
by Felix Chan - A note on the relation between fiscal equalization and economic growth (RePEc:pra:mprapa:79156)
by Chan, Felix & Petchey, Jeff - Structure and asymptotic theory for STAR(1)-GARCH(1,1) models (RePEc:rio:texdis:506)
by Marcelo Cunha Medeiros & Felix Chan & Michael McAller - Linear Econometric Models with Machine Learning (RePEc:spr:adschp:978-3-031-15149-1_1)
by Felix Chan & László Mátyás - Nonlinear Econometric Models with Machine Learning (RePEc:spr:adschp:978-3-031-15149-1_2)
by Felix Chan & Mark N. Harris & Ranjodh B. Singh & Wei (Ben) Ern Yeo - Econometrics with Machine Learning (RePEc:spr:adstae:978-3-031-15149-1)
by None - Modelling the asymmetric volatility of anti-pollution patents in the USA (RePEc:spr:scient:v:59:y:2004:i:2:d:10.1023_b:scie.0000018527.22276.10)
by Felix Chan & Dora Marinova & Michael McAleer - Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity (RePEc:ste:nystbu:14-08)
by Felix Chan & Mark N. Harris & William Greene & László Kónya - Equivalence of optimal forecast combinations under affine constraints (RePEc:syb:wpbsba:2123/20176)
by Chan, Felix & Pauwels, Laurent - Unknown item RePEc:taf:apfiec:v:13:y:2003:i:8:p:581-592 (article)
- Trends and volatilities in foreign patents registered in the USA (RePEc:taf:applec:v:36:y:2004:i:6:p:585-592)
by Felix Chan & Dora Marinova & Michael McAleer - Permanent and transitory shocks in the presence of asymmetric error correction (RePEc:taf:applec:v:47:y:2015:i:25:p:2642-2648)
by F. Chan & G. MacDonald - Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (RePEc:taf:emetrv:v:28:y:2009:i:5:p:422-440)
by Michael McAleer & Suhejla Hoti & Felix Chan - Event count estimation (RePEc:taf:emetrv:v:41:y:2022:i:2:p:147-176)
by Laszlo Balazsi & Felix Chan & Laszlo Matyas - Unknown item RePEc:taf:ijspmg:v:12:y:2008:i:2:p:69-94 (article)
- A review of Ride-Matching strategies for Ridesourcing and other similar services (RePEc:taf:transr:v:41:y:2021:i:5:p:578-599)
by Jayita Chakraborty & Debapratim Pandit & Felix Chan & Jianhong (Cecilia) Xia - Modelling and Simulation: An Overview (RePEc:tin:wpaper:20130069)
by Michael McAleer & Felix Chan & Les Oxley - Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings (RePEc:tky:fseres:2003cf203)
by Suhejla Hoti & Felix Chan & Michael McAleer - Modelling the Asymmetric Volatility of Electronics Patents in the USA (RePEc:tky:fseres:2003cf208)
by Felix Chan & Dora Marinova & Michael McAleer - On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models (RePEc:tky:fseres:2003cf216)
by Felix Chan & Michael McAleer - It Pays to Violate: How Effective are the Basel Accord Penalties? (RePEc:tky:fseres:2009cf683)
by Bernardo da Veiga & Felix Chan & Michael McAleer - Modelling and Simulation: An Overview (RePEc:ucm:doicae:1316)
by Michael McAleer & Les Oxley & Felix Chan