Ngai Hang Chan

According to our database1, Ngai Hang Chan authored at least 7 papers between 2001 and 2013.

Collaborative distances :
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2013
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations.
J. Multivariate Analysis, 2013

2012
Least squares estimators for nearly unstable processes for functionals of long-memory noises.
Risk and Decision Analysis, 2012

Structural model of credit migration.
Computational Statistics & Data Analysis, 2012

2010
On nonparametric local inference for density estimation.
Computational Statistics & Data Analysis, 2010

2003
Order selection of continuous time models: Applications to estimation of risk premiums.
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2002
Data Mining Meets Performance Evaluation: Fast Algorithms for Modeling Bursty Traffic.
Proceedings of the 18th International Conference on Data Engineering, San Jose, CA, USA, February 26, 2002

2001
A comparison of linear and nonlinear statistical techniques in performance attribution.
IEEE Trans. Neural Networks, 2001


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