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Wai-Sum Chan 0001

W. S. Chan 0001

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

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2020 – today

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2021
[j8]
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Yuzhu Tian, Man-Lai Tang, Wai-Sum Chan, Maozai Tian:
Bayesian bridge-randomized penalized quantile regression for ordinal longitudinal data, with application to firm's bond ratings. Comput. Stat. 36(2): 1289-1319 (2021)

2010 – 2019

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2013
[j7]
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J. S. H. Li, A. C. Y. Ng, W. S. Chan:
Stochastic life table forecasting: A time-simultaneous fan chart application. Math. Comput. Simul. 93: 98-107 (2013)
2011
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J. S. H. Li, A. C. Y. Ng, W. S. Chan:
Modeling old-age mortality risk for the populations of Australia and New Zealand: An extreme value approach. Math. Comput. Simul. 81(7): 1325-1333 (2011)

2000 – 2009

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2009
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W. S. Chan, C. S. Wong, A. H. L. Chung:
Modelling Australian interest rate swap spreads by mixture autoregressive conditional heteroscedastic processes. Math. Comput. Simul. 79(9): 2779-2786 (2009)
2008
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W. S. Chan, Siu Hung Cheung, Li-Xin Zhang, K. H. Wu:
Temporal aggregation of equity return time-series models. Math. Comput. Simul. 78(2-3): 172-180 (2008)
2005
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W. S. Chan, Siu Hung Cheung:
A bivariate threshold time series model for analyzing Australian interest rates. Math. Comput. Simul. 68(5-6): 429-437 (2005)
2004
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W. S. Chan, Siu Hung Cheung, K. H. Wu:
Multiple forecasts with autoregressive time series models: case studies. Math. Comput. Simul. 64(3-4): 421-430 (2004)
2002
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W. S. Chan, W. N. Liu:
Diagnosing shocks in stock markets of southeast Asia, Australia, and New Zealand. Math. Comput. Simul. 59(1-3): 223-232 (2002)

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