Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Cathy W S Chen
Information about the author Cathy W S Chen will soon be added to the site.
Found
3 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Bayesian Assessment of Dynamic Quantile Forecasts
2016
Bayesian methods for assessing the accuracy of dynamic financial...
Forecasting volatility with asymmetric smooth transition dynamic range models
2012
We propose a nonlinear smooth transition conditional autoregressive range (CARR) model...
Volatility forecasting with double Markov switching GARCH models
2009
This paper investigates inference and volatility forecasting using a Markov switching...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers