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Cathy W. S. Chen

Cathy W. S. Chen

D-Index & Metrics

Mathematics

D-Index
31
Citations
3720
World Ranking
3358
National Ranking
19

Research.com Recognitions

  • 2016 - Fellow of the American Statistical Association (ASA)

Overview

Cathy W. S. Chen is affiliated with Feng Chia University in Taiwan. The primary field of study is Economics, Econometrics and Finance, with a focus that spans 42 publications. The main subfields include Economics and Econometrics, Finance, Management Science and Operations Research, Statistics and Probability, and Modeling and Simulation.

The scientist's research covers several key topics:

  • Financial Risk and Volatility Modeling
  • Market Dynamics and Volatility
  • COVID-19 epidemiological studies
  • Forecasting Techniques and Applications
  • Complex Systems and Time Series Analysis
  • COVID-19 Pandemic Impacts
  • Hydrology and Drought Analysis

Recent publications include the following papers:

  • What factors drive the satisfaction of citizens with governments' responses to COVID-19? (2020, International Journal of Infectious Diseases)
  • Assessing Government Policies' Impact on the COVID-19 Pandemic and Elderly Deaths in East Asia (2022, Epidemiology and Infection)
  • Ordinal Time Series Forecasting of the Air Quality Index (2021, Entropy)
  • Bayesian estimation of realized GARCH-type models with application to financial tail risk management (2021, Econometrics and Statistics)
  • Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts (2020, Computational Statistics)

Publication venues with multiple contributions are:

  • Computational Economics (3 publications)
  • arXiv (Cornell University) (3 publications)
  • Entropy (2 publications)
  • Computational Statistics (2 publications)
  • Journal of Forecasting (2 publications)

Frequent coauthors include:

  • Feng-Chi Liu
  • Edward M.H. Lin
  • Takaaki Koike
  • Mike K. P. So
  • Sangyeol Lee

Cathy W. S. Chen was awarded the title of Fellow of the American Statistical Association (ASA) in 2016.

Best Publications

  • On a threshold heteroscedastic model

    Cathy W.S. Chen;Mike K.P. So

  • BAYESIAN INFERENCE OF THRESHOLD AUTOREGRESSIVE MODELS

    Cathy W. S. Chen;Jack C. Lee

  • Stability analysis of T-S fuzzy models for nonlinear multiple time-delay interconnected systems

    C. W. Chen;W. L. Chiang;F. H. Hsiao

  • Bayesian Time-Varying Quantile Forecasting for Value-at-Risk in Financial Markets

    Richard H. Gerlach;Cathy W. S. Chen;Nancy Y. C. Chan

  • Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model

    Cathy W.S. Chen;Thomas C. Chiang;Mike K.P. So

  • Turning points, reproduction number, and impact of climatological events for multi-wave dengue outbreaks.

    Y.-H. Hsieh;C. W. S. Chen

  • SARS outbreak, Taiwan, 2003.

    Ying Hen Hsieh;Cathy W.S. Chen;Sze Bi Hsu

  • Quarantine for SARS, Taiwan

    Ying Hen Hsieh;Chwan Chuan King;Cathy W.S. Chen;Mei Shang Ho

  • Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

    Cathy W.S. Chen;Richard Gerlach;Edward M. H. Lin;W. C. W. Lee

  • Impact of quarantine on the 2003 SARS outbreak: a retrospective modeling study.

    Ying Hen Hsieh;Chwan Chuan King;Cathy W.S. Chen;Mei Shang Ho

  • Optimal dynamic hedging via copula-threshold-GARCH models

    YiHao Lai;Cathy W. S. Chen;Richard Gerlach

  • A review of threshold time series models in finance

    Cathy W. S. Chen;Feng-Chi Liu;Mike K. P. So

  • Volatility forecasting using threshold heteroskedastic models of the intra-day range

    Cathy W. S. Chen;Richard Gerlach;Edward M. H. Lin

  • Forecasting Value-at-Risk using nonlinear regression quantiles and the intra-day range

    Cathy W. S. Chen;Richard Gerlach;Bruce B. K. Hwang;Michael McAleer;Michael McAleer;Michael McAleer

  • A comparison of estimators for regression models with change points

    Cathy W. Chen;Jennifer S. Chan;Richard Gerlach;William Y. Hsieh

  • Generalized Poisson autoregressive models for time series of counts

    Cathy W.S. Chen;Sangyeol Lee

  • A Bayesian analysis of generalized threshold autoregressive models

    Cathy W.S. Chen

  • Bayesian variable selection in quantile regression

    Cathy W. S. Chen;David B. Dunson;Craig Reed;Keming Yu

  • Volatility forecasting with double Markov switching GARCH models

    Cathy W. S. Chen;Mike K. P. So;Edward M. H. Lin

  • Bayesian causality test for integer‐valued time series models with applications to climate and crime data

    Cathy W. S. Chen;Sangyeol Lee

  • Comparison of nonnested asymmetric heteroskedastic models

    Cathy W. S. Chen;Richard Gerlach;Mike K. P. So

  • What factors drive the satisfaction of citizens with governments' responses to COVID-19?

    Cathy W.S. Chen;Sangyeol Lee;Manh Cuong Dong;Masanobu Taniguchi

  • A Bayesian threshold nonlinearity test for financial time series

    Mike K. P. So;Cathy W. S. Chen;Ming-Tien Chen

  • Bayesian Forecasting for Financial Risk Management, Pre and Post the Global Financial Crisis

    Cathy W. S. Chen;Richard H. Gerlach;Edward M.H. Lin;Wayne

Frequent Co-Authors

Thomas C. Chiang
Thomas C. Chiang Drexel University
Michael McAleer
Michael McAleer Erasmus University Rotterdam
Mei-Shang Ho
Mei-Shang Ho Academia Sinica
Sze-Bi Hsu
Sze-Bi Hsu National Tsing Hua University
Annelies Wilder-Smith
Annelies Wilder-Smith University of Bern
Herman K. van Dijk
Herman K. van Dijk Erasmus University Rotterdam
David B. Dunson
David B. Dunson Duke University
Monica Billio
Monica Billio Ca Foscari University of Venice
Gary Koop
Gary Koop University of Strathclyde
Siem Jan Koopman
Siem Jan Koopman Vrije Universiteit Amsterdam

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