Wai-Sum Chan

Orcid: 0000-0002-6021-0312

Affiliations:
  • Chinese University of Hong Kong, Department of Finance, Hong Kong
  • University of Hong Kong, Department of Statistics and Actuarial Science, Hong Kong (1998 - 2005)
  • National University of Singapore, Department of Economics, Singapore (1989 - 2000)
  • Temple University, Department of Statistical Science, Philadelphia, PA, USA (PhD 1989)


According to our database1, Wai-Sum Chan authored at least 8 papers between 2002 and 2021.

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

Timeline

Legend:

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PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2021
Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings.
Comput. Stat., 2021

2013
Stochastic life table forecasting: A time-simultaneous fan chart application.
Math. Comput. Simul., 2013

2011
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach.
Math. Comput. Simul., 2011

2009
Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes.
Math. Comput. Simul., 2009

2008
Temporal aggregation of equity return time-series models.
Math. Comput. Simul., 2008

2005
A bivariate threshold time series model for analyzing Australian interest rates.
Math. Comput. Simul., 2005

2004
Multiple forecasts with autoregressive time series models: case studies.
Math. Comput. Simul., 2004

2002
Diagnosing shocks in stock markets of southeast Asia, Australia, and New Zealand.
Math. Comput. Simul., 2002


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