| Bayesian inference of threshold autoregressive models CWS Chen, JC Lee Journal of time series analysis 16 (5), 483-492, 1995 | 228 | 1995 |
| On a threshold heteroscedastic model CWS Chen, MKP So International Journal of Forecasting 22 (1), 73-89, 2006 | 201 | 2006 |
| Bayesian time-varying quantile forecasting for Value-at-Risk in financial markets RH Gerlach, CWS Chen, NYC Chan Journal of Business & Economic Statistics 29 (4), 481-492., 2011 | 165 | 2011 |
| Turning points, reproduction number, and impact of climatological events for multi‐wave dengue outbreaks YH Hsieh, CWS Chen Tropical Medicine & International Health 14 (6), 628-638, 2009 | 162 | 2009 |
| Asymmetrical reaction to US stock-return news: evidence from major stock markets based on a double-threshold model CWS Chen, TC Chiang, MKP So Journal of Economics and Business 55, 487-502, 2003 | 158 | 2003 |
| SARS outbreak in Taiwan YH Hsieh, CWS Chen, SB Hsu Emerging Infectious Diseases 10 (8), 1514-1516 https://www.ncbi.nlm.nih.gov/p, 2004 | 120* | 2004 |
| Bayesian forecasting for financial risk management, pre and post the global financial crisis CWS Chen, R Gerlach, EMH Lin, WCW Lee Journal of Forecasting 31 (8), 661-687, 2012 | 100 | 2012 |
| Quarantine for SARS, Taiwan YH Hsieh, CC King, CWS Chen, MS Ho, JY Lee, FC Liu, YC Wu, ... Emerging infectious diseases 11 (2), 278, 2005 | 100 | 2005 |
| A review of threshold time series models in finance CWS Chen, MKP So, FC Liu Statistics and its Interface 4 (2), 167-181, 2011 | 86 | 2011 |
| Optimal dynamic hedging via copula-threshold-GARCH models YH Lai, CWS Chen, R Gerlach Mathematics and Computers in Simulation 79 (8), 2609-2624, 2009 | 86 | 2009 |
| Forecasting value-at-risk using nonlinear regression quantiles and the intra-day range CWS Chen, R Gerlach, BBK Hwang, M McAleer International Journal of Forecasting 28 (3), 557-574, 2012 | 83 | 2012 |
| Impact of quarantine on the 2003 SARS outbreak: a retrospective modeling study YH Hsieh, CC King, CWS Chen, MS Ho, SB Hsu, YC Wu Journal of theoretical biology 244 (4), 729-736, 2007 | 82 | 2007 |
| Volatility forecasting using threshold heteroskedastic models of the intra-day range CWS Chen, R Gerlach, EMH Lin Computational Statistics & Data Analysis 52 (6), 2990-3010, 2008 | 75 | 2008 |
| A comparison of estimators for regression models with change points CWS Chen, JSK Chan, R Gerlach, WYL Hsieh Statistics and Computing 21, 395-414, 2011 | 73 | 2011 |
| Generalized Poisson Autoregressive Models for Time Series of Counts CWS Chen, S Lee Computational Statistics and Data Analysis 99, 51-67., 2016 | 67 | 2016 |
| A Bayesian analysis of generalized threshold autoregressive models CWS Chen Statistics & probability letters 40 (1), 15-22, 1998 | 67 | 1998 |
| Bayesian variable selection in quantile regression K Yu, CWS Chen, C Reed, DB Dunson Statistics and Its Interface 6, 261-274, 2013 | 66 | 2013 |
| Bayesian causality test for integer‐valued time series models with applications to climate and crime data CWS Chen, S Lee Journal of the Royal Statistical Society: Series C (Applied Statistics) 66 …, 2017 | 59 | 2017 |
| Bayesian inference and model comparison for asymmetric smooth transition heteroskedastic models R Gerlach, CWS Chen Statistics and Computing 18, 391-408, 2008 | 57 | 2008 |
| Forecasting volatility with asymmetric smooth transition dynamic range models EMH Lin, CWS Chen, R Gerlach International Journal of Forecasting 28 (2), 384-399, 2012 | 55 | 2012 |
Richard GerlachThe University of Sydney確認したメール アドレス: sydney.edu.au
