All Stories

  1. Modelling Financial Time Series of Returns and Covariance Matrices Using Time-Space Transformers

    Article • January 2026, Springer Science + Business Media

    Jennifer Chan

  2. Poisson Mixture Deep Learning Neural Network Models for the Prediction of Drivers’ Claims with Excessive Zero Claims Using Telematics Data

    Article • North American Actuarial Journal, October 2025, Taylor & Francis

    Jennifer Chan

  3. Semi-Metric Portfolio Optimization: A New Algorithm Reducing Simultaneous Asset Shocks

    Article • Econometrics, March 2023, MDPI AG

    Jennifer Chan

  4. Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

    Article • Mathematics, December 2022, MDPI AG

    Jennifer Chan

  5. Variable Selection Algorithm for a Mixture of Poisson Regression for Handling Overdispersion in Claims Frequency Modeling Using Telematics Car Driving Data

    Article • Risks, April 2022, MDPI AG

    Jennifer Chan

  6. Stochastic modelling of volatility and inter-relationships in the Australian electricity markets

    Article • Communications in Statistics - Simulation and Computation, July 2021, Taylor & Francis

    Jennifer Chan

  7. Forecasting trade durations via ACD models with mixture distributions

    Article • Quantitative Finance, July 2019, Taylor & Francis

    Dr Jennifer S Chan, Jennifer Chan

  8. On long memory effects in the volatility measure of Cryptocurrencies

    Article • Finance Research Letters, March 2019, Elsevier

    Jennifer Chan

  9. Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

    Article • The North American Journal of Economics and Finance, January 2019, Elsevier

    Jennifer Chan

  10. On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

    Article • Finance Research Letters, December 2018, Elsevier

    Jennifer Chan

  11. On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin

    Article • Econometrics and Statistics, November 2018, Elsevier

    Jennifer Chan

  12. Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models

    Article • Studies in Nonlinear Dynamics & Econometrics, September 2018, De Gruyter

    Dr Jennifer S Chan, Jennifer Chan

  13. MODELLING INSURANCE LOSSES USING CONTAMINATED GENERALISED BETA TYPE-II DISTRIBUTION

    Article • Astin Bulletin, March 2018, Cambridge University Press

    Jennifer Chan

  14. Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications

    Article • Studies in Nonlinear Dynamics & Econometrics, February 2018, De Gruyter

    Jennifer Chan, Shelton Peiris

  15. A new look at Cryptocurrencies

    Article • Economics Letters, February 2018, Elsevier

    Jennifer Chan

  16. Efficient modelling and forecasting with range based volatility models and its application

    Article • The North American Journal of Economics and Finance, November 2017, Elsevier

    Jennifer Chan

  17. Generalized Poisson geometric process model

    Article • Journal of Statistical Computation and Simulation, April 2016, Taylor & Francis

    Dr Jennifer S Chan, Jennifer Chan

  18. Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution

    Article • December 2015, Springer Science + Business Media

    Jennifer Chan

  19. Bayesian information dropout model

    Article • Biometrical Journal, October 2015, Wiley

    Dr Jennifer S Chan, Jennifer Chan

  20. Robust Bayesian analysis of loss reserving data using scale mixtures distributions

    Article • Journal of Applied Statistics, August 2015, Taylor & Francis

    Jennifer Chan

  21. RISK MARGIN QUANTILE FUNCTION VIA PARAMETRIC AND NON-PARAMETRIC BAYESIAN APPROACHES

    Article • Astin Bulletin, July 2015, Cambridge University Press

    Jennifer Chan

  22. Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model

    Article • Communication in Statistics- Theory and Methods, May 2014, Taylor & Francis

    Jennifer Chan

  23. Multivariate generalized Poisson geometric process model with scale mixtures of normal distributions

    Article • Journal of Multivariate Analysis, May 2014, Elsevier

    Dr Jennifer S Chan, Jennifer Chan

  24. A Poisson geometric process approach for predicting drop-out and committed first-time blood donors

    Article • Journal of Applied Statistics, February 2014, Taylor & Francis

    Jennifer Chan

  25. An Innovative Financial Time Series Model: The Geometric Process Model

    Article • January 2014, Springer Science + Business Media

    Jennifer Chan

  26. The relationship between delay discounting, judicial supervision, and substance use among adult drug court clients.

    Article • Psychology Public Policy and Law, November 2013, American Psychological Association (APA)

    Jennifer Chan

  27. Bayesian analysis of loss reserving using dynamic models with generalized beta distribution

    Article • Insurance Mathematics and Economics, September 2013, Elsevier

    Jennifer Chan

  28. Modelling stochastic volatility using generalizedtdistribution

    Article • Journal of Statistical Computation and Simulation, February 2013, Taylor & Francis

    Jennifer Chan

  29. A Bayesian conditional autoregressive geometric process model for range data

    Article • Computational Statistics & Data Analysis, November 2012, Elsevier

    Jennifer Chan

  30. Classification in segmented regression problems

    Article • Computational Statistics & Data Analysis, July 2011, Elsevier

    Jennifer Chan

  31. Bayesian analysis of robust Poisson geometric process model using heavy-tailed distributions

    Article • Computational Statistics & Data Analysis, January 2011, Elsevier

    Dr Jennifer S Chan, Jennifer Chan

  32. Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures

    Article • Computational Statistics & Data Analysis, January 2011, Elsevier

    Jennifer Chan

  33. Bayesian approach to analysing longitudinal bivariate binary data with informative dropout

    Article • Computational Statistics, September 2010, Springer Science + Business Media

    Jennifer Chan

  34. Binary geometric process model for the modeling of longitudinal binary data with trend

    Article • Computational Statistics, April 2010, Springer Science + Business Media

    Jennifer Chan

  35. A comparison of estimators for regression models with change points

    Article • Statistics and Computing, April 2010, Springer Science + Business Media

    Jennifer Chan

  36. Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output

    Article • Computational Statistics & Data Analysis, October 2009, Elsevier

    Dr Doris Y.P. Leung, Jennifer Chan

  37. A New Approach for Handling Longitudinal Count Data with Zero-Inflation and Overdispersion: Poisson Geometric Process Model

    Article • Biometrical Journal, August 2009, Wiley

    Jennifer Chan

  38. SCALE MIXTURES DISTRIBUTIONS IN STATISTICAL MODELLING

    Article • Australian & New Zealand Journal of Statistics, June 2008, Wiley

    Jennifer Chan

  39. Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution

    Article • Astin Bulletin, May 2008, Cambridge University Press

    Jennifer Chan

  40. Predicting potential drop-out and future commitment for first-time donors based on first 1·5-year donation patterns: the case in Hong Kong Chinese donors

    Article • Vox Sanguinis, March 2007, Wiley

    Jennifer Chan

  41. Bayesian analysis of constant elasticity of variance models

    Article • Applied Stochastic Models in Business and Industry, January 2007, Wiley

    Jennifer Chan

  42. Statistical Exploration from SARS

    Article • The American Statistician, February 2006, Taylor & Francis

    Jennifer Chan

  43. Investigating the influence of treatment philosophy on outcome of methadone maintenance

    Article • Addiction, January 2006, Wiley

    Jennifer Chan

  44. Modelling SARS data using threshold geometric process

    Article • Statistics in Medicine, January 2006, Wiley

    Jennifer Chan

  45. Monte Carlo approximation through Gibbs output in generalized linear mixed models

    Article • Journal of Multivariate Analysis, June 2005, Elsevier

    Jennifer Chan

  46. Statistical inference for geometric processes with gamma distributions

    Article • Computational Statistics & Data Analysis, October 2004, Elsevier

    Dr Doris Y.P. Leung, Jennifer Chan

  47. Analysis of Data from a Series of Events by a Geometric Process Model

    Article • Acta Mathematicae Applicatae Sinica English Series, June 2004, Springer Science + Business Media

    Jennifer Chan

  48. Initial Stage Problem in Autoregressive Binary Regression

    Article • DELETED, December 2000, Wiley

    Jennifer Chan

  49. The Analysis of Methadone Clinic Data Using Marginal and Conditional Logistic Models with Mixture or Random Effects

    Article • Australian & New Zealand Journal of Statistics, March 1998, Wiley

    Jennifer Chan

  50. Maximum Likelihood Estimation for Probit-Linear Mixed Models with Correlated Random Effects

    Article • Biometrics, March 1997, JSTOR

    Jennifer Chan

  51. A Likelihood Approach to Analysing Longitudinal Bivariate Binary Data

    Article • Biometrical Journal, January 1997, Wiley

    Jennifer Chan

  52. Methadone maintenance and drug-related crime

    Article • Journal of Substance Abuse, January 1997, Elsevier

    Jennifer Chan