Ngai Hang Chan
According to our database1, Ngai Hang Chan
Legend:Book In proceedings Article PhD thesis Other
Limit theory of quadratic forms of long-memory linear processes with heavy-tailed GARCH innovations.
J. Multivariate Analysis, 2013
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
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
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
A comparison of linear and nonlinear statistical techniques in performance attribution.
IEEE Trans. Neural Networks, 2001