All Stories

  1. Forecasting trade durations via ACD models with mixture distributions

    Article • Quantitative Finance, July 2019, Taylor & Francis

    Dr Jennifer S Chan, Jennifer Chan

  2. 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

  3. Generalized Poisson geometric process model

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

    Dr Jennifer S Chan, Jennifer Chan

  4. Bayesian information dropout model

    Article • Biometrical Journal, October 2015, Wiley

    Dr Jennifer S Chan, Jennifer Chan

  5. 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

  6. 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

  7. Three Ways of Implementing the EM Algorithm when Parameters are not Identifiable

    Article • Biometrical Journal, May 2001, Wiley

    Dr Jennifer S Chan

  8. Three Ways of Implementing the EM Algorithm when Parameters are not Identifiable

    Article • Biometrical Journal, May 2001, Wiley

    Dr Jennifer S Chan

  9. Statistical inference for geometric processes with lognormal distribution

    Article • Computational Statistics & Data Analysis, March 1998, Elsevier

    Dr Jennifer S Chan