High-dimensional data analysis and visualisation.

Cathy W. S. Chen https://scholar.google.com/citations?user=dQQP1SAAAAAJ https://en.wikipedia.org/wiki/Cathy_Woan-Shu_Chen https://orcid.org/0000-0001-8727-8168 https://www.wikidata.org/entity/Q59473937 https://www.wikidata.org/entity/Q42983909 https://d-nb.info/gnd/17171119X https://zbmath.org/authors/?q=ai:chen.cathy-w-s

Cathy W. S. Chen Rosaria Lombardo Enrico Ripamonti High-dimensional data analysis and visualisation. 1-2 2024 February 39 Comput. Stat. 1 https://doi.org/10.1007/s00180-023-01428-3 db/journals/cstat/cstat39.html#ChenLR24

Feng-Chi Liu Cathy W. S. Chen Cheng-Ying Ho Bayesian Forecasting of Bounded Poisson Distributed Time Series. 16 2024 January 26 Entropy 1 https://doi.org/10.3390/e26010016 db/journals/entropy/entropy26.html#LiuCH24

Kai Y. K. Wang Cathy W. S. Chen Mike K. P. So Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. 107702 2023 June 182 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2023.107702 db/journals/csda/csda182.html#WangCS23

Cathy W. S. Chen Chun-Shu Chen Mo-Hua Hsiung Bayesian modeling of spatial integer-valued time series. 107827 2023 December 188 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2023.107827 db/journals/csda/csda188.html#ChenCH23

Cathy W. S. Chen Sangyeol Lee Khemmanant Khamthong Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. 261-281 2021 36 Comput. Stat. 1 https://doi.org/10.1007/s00180-020-01018-7 db/journals/cstat/cstat36.html#ChenLK21

Cathy W. S. Chen L. M. Chiu Ordinal Time Series Forecasting of the Air Quality Index. 1167 2021 23 Entropy 9 https://doi.org/10.3390/e23091167 db/journals/entropy/entropy23.html#ChenC21a

Hong Than-Thi Manh Cuong Dong Cathy W. S. Chen Bayesian Modelling Structural Changes on Housing Price Dynamics. 83-104 2019 Structural Changes and their Econometric Modeling https://doi.org/10.1007/978-3-030-04263-9_6 series/sci/808 db/series/sci/sci808.html#Than-ThiDC19 Cathy W. S. Chen Yu-Wen Sun Bayesian Forecasting for Tail Risk. 122-145 2018 Predictive Econometrics and Big Data https://doi.org/10.1007/978-3-319-70942-0_6 series/sci/753 db/series/sci/sci753.html#ChenS18 Cathy W. S. Chen Khemmanant Khamthong Sangyeol Lee Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression. 111-134 2017 Robustness in Econometrics https://doi.org/10.1007/978-3-319-50742-2_8 series/sci/2017-692 db/series/sci/sci692.html#ChenKL17

Cathy W. S. Chen Sangyeol Lee Generalized Poisson autoregressive models for time series of counts. 51-67 2016 99 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2016.01.009 db/journals/csda/csda99.html#ChenL16

Cathy W. S. Chen Sangyeol Lee Shu-Yu Chen Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. 1-24 2016 31 Comput. Stat. 1 https://doi.org/10.1007/s00180-015-0624-4 db/journals/cstat/cstat31.html#ChenLC16

Cathy W. S. Chen David B. Dunson Sylvia Frühwirth-Schnatter Stephen G. Walker Special issue on Bayesian computing, methods and applications. 273 2014 71 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2013.10.011 db/journals/csda/csda71.html#ChenDFW14

Erricos John Kontoghiorghes Herman K. van Dijk David A. Belsley Tim Bollerslev Francis X. Diebold Jean-Marie Dufour Robert F. Engle Andrew Harvey Siem Jan Koopman Hashem Pesaran Peter C. B. Phillips Richard J. Smith Mike West Qiwei Yao Alessandra Amendola Monica Billio Cathy W. S. Chen Carl Chiarella Ana Colubi Manfred Deistler Christian Francq Marc Hallin Eric Jacquier Kenneth Judd Gary Koop Helmut Lütkepohl James G. MacKinnon Stefan Mittnik Yasuhiro Omori D. S. G. Pollock Tommaso Proietti Jeroen V. K. Rombouts Olivier Scaillet Willi Semmler Mike K. P. So Mark F. J. Steel Robert Taylor 0002 Elias Tzavalis Jean-Michel Zakoian H. Peter Boswijk Alessandra Luati John M. Maheu CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. 1-3 2014 76 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2014.04.006 db/journals/csda/csda76.html#KontoghiorghesDB14

Cathy W. S. Chen Richard Gerlach Edward M. H. Lin Bayesian estimation of smoothly mixing time-varying parameter GARCH models. 194-209 2014 76 Comput. Stat. Data Anal. https://doi.org/10.1016/j.csda.2013.09.019 db/journals/csda/csda76.html#ChenGL14

Cathy W. S. Chen Max Chen Shu-Yu Chen Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models. 127-140 2014 TES https://doi.org/10.1007/978-3-319-03395-2_8 conf/tes2/2014 db/conf/tes2/tes2014.html#ChenCC14

Cathy W. S. Chen Richard Gerlach Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. 1103-1131 2013 28 Comput. Stat. 3 https://doi.org/10.1007/s00180-012-0346-9 db/journals/cstat/cstat28.html#ChenG13

Cathy W. S. Chen Feng-Chi Liu Mike K. P. So Threshold variable selection of asymmetric stochastic volatility models. 2415-2447 2013 28 Comput. Stat. 6 https://doi.org/10.1007/s00180-013-0412-y db/journals/cstat/cstat28.html#ChenLS13

David A. Belsley Erricos John Kontoghiorghes Herman K. van Dijk Luc Bauwens Siem Jan Koopman Michael McAleer Alessandra Amendola Monica Billio Christophe Croux Cathy W. S. Chen Russell Davidson Pierre Duchesne Paolo Foschi Christian Francq Ana-María Fuertes Gary Koop Lynda Khalaf Marc S. Paolella D. S. G. Pollock Esther Ruiz Richard Paap Tommaso Proietti Peter Winker Philip L. H. Yu Jean-Michel Zakoian Achim Zeileis The Annals of Computational and Financial Econometrics, first issue. 2991-2992 2012 56 Comput. Stat. Data Anal. 11 https://doi.org/10.1016/j.csda.2012.04.004 https://www.wikidata.org/entity/Q57263801 db/journals/csda/csda56.html#BelsleyKDBBKKMDABCCDDFFFKKPPRPPWYZZ12

Jennifer So-Kuen Chan Connie P. Y. Lam Philip L. H. Yu S. T. Boris Choy Cathy W. S. Chen A Bayesian conditional autoregressive geometric process model for range data. 3006-3019 2012 56 Comput. Stat. Data Anal. 11 https://doi.org/10.1016/j.csda.2011.01.006 db/journals/csda/csda56.html#ChanLYCC12

David A. Belsley Cathy W. S. Chen Christian Francq Giampiero M. Gallo Lynda Khalaf Erricos John Kontoghiorghes Herman K. van Dijk The sixth special issue on computational econometrics. 3307-3308 2012 56 Comput. Stat. Data Anal. 11 https://doi.org/10.1016/j.csda.2012.04.005 db/journals/csda/csda56.html#BelsleyCFGKKD12

Masanobu Taniguchi Cathy W. S. Chen Junichi Hirukawa Hiroshi Shiraishi Kenichiro Tamaki David Veredas Statistical Estimation of Portfolios for Dependent Financial Returns. 2012 2012 Adv. Decis. Sci. https://doi.org/10.1155/2012/681490 https://www.wikidata.org/entity/Q58697834 db/journals/jamds/jamds2012.html#TaniguchiCHSTV12 681490:1-681490:3

Cathy W. S. Chen Jennifer So-Kuen Chan Mike K. P. So Kevin K. M. Lee Classification in segmented regression problems. 2276-2287 2011 55 Comput. Stat. Data Anal. 7 https://doi.org/10.1016/j.csda.2011.01.015 db/journals/csda/csda55.html#ChenCSL11

Cathy W. S. Chen Feng-Chi Liu Richard Gerlach Bayesian subset selection for threshold autoregressive moving-average models. 1-30 2011 26 Comput. Stat. 1 https://doi.org/10.1007/s00180-010-0198-0 db/journals/cstat/cstat26.html#ChenLG11

Cathy W. S. Chen Jennifer So-Kuen Chan Richard Gerlach William Y. L. Hsieh A comparison of estimators for regression models with change points. 395-414 2011 21 Stat. Comput. 3 https://doi.org/10.1007/s11222-010-9177-0 https://www.wikidata.org/entity/Q135986522 db/journals/sac/sac21.html#ChenCGH11

Cathy W. S. Chen Richard Gerlach D. C. M. Wei Bayesian causal effects in quantiles: Accounting for heteroscedasticity. 1993-2007 2009 53 Comput. Stat. Data Anal. 6 https://doi.org/10.1016/j.csda.2008.12.014 db/journals/csda/csda53.html#ChenGW09

YiHao Lai Cathy W. S. Chen Richard Gerlach Optimal dynamic hedging via copula-threshold-GARCH models. 2609-2624 2009 79 Math. Comput. Simul. 8 https://doi.org/10.1016/j.matcom.2008.12.010 db/journals/mcs/mcs79.html#LaiCG09

Cathy W. S. Chen Richard Gerlach Nick Y. P. Cheng Y. L. Yang The impact of structural breaks on the integration of the ASEAN-5 stock markets. 2654-2664 2009 79 Math. Comput. Simul. 8 https://doi.org/10.1016/j.matcom.2008.12.012 db/journals/mcs/mcs79.html#ChenGCY09

Cathy W. S. Chen Richard Gerlach Edward M. H. Lin Volatility forecasting using threshold heteroskedastic models of the intra-day range. 2990-3010 2008 52 Comput. Stat. Data Anal. 6 https://doi.org/10.1016/j.csda.2007.08.002 db/journals/csda/csda52.html#ChenGL08

Mike K. P. So Cathy W. S. Chen Jen-Yu Lee Yi-Ping Chang An empirical evaluation of fat-tailed distributions in modeling financial time series. 96-108 2008 77 Math. Comput. Simul. 1 https://doi.org/10.1016/j.matcom.2007.02.008 db/journals/mcs/mcs77.html#SoCLC08

Cathy W. S. Chen Richard Gerlach Amanda P. J. Tai Testing for nonlinearity in mean and volatility for heteroskedastic models. 489-499 2008 79 Math. Comput. Simul. 3 https://doi.org/10.1016/j.matcom.2008.01.044 db/journals/mcs/mcs79.html#ChenGT08

Richard Gerlach Cathy W. S. Chen Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. 391-408 2008 18 Stat. Comput. 4 https://doi.org/10.1007/s11222-008-9063-1 db/journals/sac/sac18.html#GerlachC08

Cathy W. S. Chen Richard Gerlach Mike K. P. So Comparison of nonnested asymmetric heteroskedastic models. 2164-2178 2006 51 Comput. Stat. Data Anal. 4 https://doi.org/10.1016/j.csda.2006.07.025 db/journals/csda/csda51.html#ChenGS06

Cathy W. S. Chen Tsai-Hung Cherng Berlin Wu On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach. 505-517 2001 16 Comput. Stat. 4 https://doi.org/10.1007/s180-001-8327-9 db/journals/cstat/cstat16.html#ChenCW01

Alessandra Amendola Luc Bauwens David A. Belsley Monica Billio Tim Bollerslev H. Peter Boswijk Jennifer So-Kuen Chan Yi-Ping Chang Chun-Shu Chen Max Chen Shu-Yu Chen Nick Y. P. Cheng Tsai-Hung Cherng Carl Chiarella L. M. Chiu S. T. Boris Choy Ana Colubi Christophe Croux Russell Davidson Manfred Deistler Francis X. Diebold Herman K. van Dijk Manh Cuong Dong Pierre Duchesne Jean-Marie Dufour David B. Dunson Robert F. Engle Paolo Foschi Christian Francq Sylvia Frühwirth-Schnatter Ana-María Fuertes Giampiero M. Gallo Richard Gerlach Marc Hallin Andrew Harvey Junichi Hirukawa Cheng-Ying Ho William Y. L. Hsieh Mo-Hua Hsiung Eric Jacquier Kenneth Judd Lynda Khalaf Khemmanant Khamthong Erricos John Kontoghiorghes Gary Koop Siem Jan Koopman YiHao Lai Connie P. Y. Lam Jen-Yu Lee Kevin K. M. Lee Sangyeol Lee Edward M. H. Lin Feng-Chi Liu Rosaria Lombardo Alessandra Luati Helmut Lütkepohl James G. MacKinnon John M. Maheu Michael McAleer Stefan Mittnik Yasuhiro Omori Richard Paap Marc S. Paolella Hashem Pesaran Peter C. B. Phillips D. S. G. Pollock Tommaso Proietti Enrico Ripamonti Jeroen V. K. Rombouts Esther Ruiz Olivier Scaillet Willi Semmler Hiroshi Shiraishi Richard J. Smith Mike K. P. So Mark F. J. Steel Yu-Wen Sun Amanda P. J. Tai Kenichiro Tamaki Masanobu Taniguchi A. M. Robert TaylorRobert Taylor 0002 Hong Than-Thi Elias Tzavalis David Veredas Stephen G. Walker Kai Y. K. Wang D. C. M. Wei Mike West Peter Winker Berlin Wu Y. L. Yang Qiwei Yao Philip L. H. Yu Jean-Michel ZakoïanJean-Michel Zakoian Achim Zeileis