On the Selection of Subset Bilinear Time Series Models: a Genetic Algorithm Approach. - Cathy W. S. Chen; Tsai-Hung Cherng; Berlin Wu (Comput. Stat., 2001)

Comparison of nonnested asymmetric heteroskedastic models. - Cathy W. S. Chen; Richard Gerlach; Mike K. P. So (Comput. Stat. Data Anal., 2006)

Volatility forecasting using threshold heteroskedastic models of the intra-day range. - Cathy W. S. Chen; Richard Gerlach; Edward M. H. Lin (Comput. Stat. Data Anal., 2008)

Testing for nonlinearity in mean and volatility for heteroskedastic models. - Cathy W. S. Chen; Richard Gerlach; Amanda P. J. Tai (Math. Comput. Simul., 2008)

An empirical evaluation of fat-tailed distributions in modeling financial time series. - Mike K. P. So; Cathy W. S. Chen; Jen-Yu Lee; Yi-Ping Chang (Math. Comput. Simul., 2008)

Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models. - Richard Gerlach; Cathy W. S. Chen (Stat. Comput., 2008)

Bayesian causal effects in quantiles: Accounting for heteroscedasticity. - Cathy W. S. Chen; Richard Gerlach; D. C. M. Wei (Comput. Stat. Data Anal., 2009)

The impact of structural breaks on the integration of the ASEAN-5 stock markets. - Cathy W. S. Chen; Richard Gerlach; Nick Y. P. Cheng; Y. L. Yang (Math. Comput. Simul., 2009)

Optimal dynamic hedging via copula-threshold-GARCH models. - YiHao Lai; Cathy W. S. Chen; Richard Gerlach (Math. Comput. Simul., 2009)

Classification in segmented regression problems. - Cathy W. S. Chen; Jennifer So-Kuen Chan; Mike K. P. So; Kevin K. M. Lee (Comput. Stat. Data Anal., 2011)

Bayesian subset selection for threshold autoregressive moving-average models. - Cathy W. S. Chen; Feng-Chi Liu; Richard Gerlach (Comput. Stat., 2011)

A comparison of estimators for regression models with change points. - Cathy W. S. Chen; Jennifer So-Kuen Chan; Richard Gerlach; William Y. L. Hsieh (Stat. Comput., 2011)

The sixth special issue on computational econometrics. - David A. Belsley; Cathy W. S. Chen; Christian Francq; Giampiero M. Gallo; Lynda Khalaf; Erricos John Kontoghiorghes; Herman K. van Dijk (Comput. Stat. Data Anal., 2012)

The Annals of Computational and Financial Econometrics, first issue. - 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; et al. (Comput. Stat. Data Anal., 2012)

A Bayesian conditional autoregressive geometric process model for range data. - Jennifer So-Kuen Chan; Connie P. Y. Lam; Philip L. H. Yu; S. T. Boris Choy; Cathy W. S. Chen (Comput. Stat. Data Anal., 2012)

Statistical Estimation of Portfolios for Dependent Financial Returns. - Masanobu Taniguchi; Cathy W. S. Chen; Junichi Hirukawa; Hiroshi Shiraishi; Kenichiro Tamaki; David Veredas (Adv. Decis. Sci., 2012)

Semi-parametric quantile estimation for double threshold autoregressive models with heteroskedasticity. - Cathy W. S. Chen; Richard Gerlach (Comput. Stat., 2013)

Threshold variable selection of asymmetric stochastic volatility models. - Cathy W. S. Chen; Feng-Chi Liu; Mike K. P. So (Comput. Stat., 2013)

Pairs Trading via Three-Regime Threshold Autoregressive GARCH Models. - Cathy W. S. Chen; Max Chen; Shu-Yu Chen (TES, 2014)

Special issue on Bayesian computing, methods and applications. - Cathy W. S. Chen; David B. Dunson; Sylvia Frühwirth-Schnatter; Stephen G. Walker (Comput. Stat. Data Anal., 2014)

Bayesian estimation of smoothly mixing time-varying parameter GARCH models. - Cathy W. S. Chen; Richard Gerlach; Edward M. H. Lin (Comput. Stat. Data Anal., 2014)

CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. - 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; et al. (Comput. Stat. Data Anal., 2014)

Generalized Poisson autoregressive models for time series of counts. - Cathy W. S. Chen; Sangyeol Lee (Comput. Stat. Data Anal., 2016)

Local non-stationarity test in mean for Markov switching GARCH models: an approximate Bayesian approach. - Cathy W. S. Chen; Sangyeol Lee; Shu-Yu Chen (Comput. Stat., 2016)

Structural Breaks of CAPM-type Market Model with Heteroskedasticity and Quantile Regression. - Cathy W. S. Chen; Khemmanant Khamthong; Sangyeol Lee (Robustness in Econometrics, 2017)

Bayesian Forecasting for Tail Risk. - Cathy W. S. Chen; Yu-Wen Sun (Predictive Econometrics and Big Data, 2018)

Bayesian Modelling Structural Changes on Housing Price Dynamics. - Hong Than-Thi; Manh Cuong Dong; Cathy W. S. Chen (Structural Changes and their Econometric Modeling, 2019)

Bayesian inference of nonlinear hysteretic integer-valued GARCH models for disease counts. - Cathy W. S. Chen; Sangyeol Lee; Khemmanant Khamthong (Comput. Stat., 2021)

Ordinal Time Series Forecasting of the Air Quality Index. - Cathy W. S. Chen; L. M. Chiu (Entropy, 2021)

Quantile three-factor model with heteroskedasticity, skewness, and leptokurtosis. - Kai Y. K. Wang; Cathy W. S. Chen; Mike K. P. So (Comput. Stat. Data Anal., 2023)

Bayesian modeling of spatial integer-valued time series. - Cathy W. S. Chen; Chun-Shu Chen; Mo-Hua Hsiung (Comput. Stat. Data Anal., 2023)

Bayesian Forecasting of Bounded Poisson Distributed Time Series. - Feng-Chi Liu; Cathy W. S. Chen; Cheng-Ying Ho (Entropy, 2024)

High-dimensional data analysis and visualisation. - Cathy W. S. Chen; Rosaria Lombardo; Enrico Ripamonti (Comput. Stat., 2024)