Search Results - Chan, Felix

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  1. 1
    Modelling time-varying higher moments with maximum entropy density

    Modelling time-varying higher moments with maximum entropy density by Chan, Felix

    Published 2009
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  2. 2
    An example on modelling conditional higher moments using maximum entropy density with high frequency data.

    An example on modelling conditional higher moments using maximum entropy density with high frequency data. by Chan, Felix

    Published 2007
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  3. 3
    Forecasting value-at-risk using maximum entropy density

    Forecasting value-at-risk using maximum entropy density by Chan, Felix

    Published 2009
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  4. 4
    Determinants of commercial mortgage-backed securities credit ratings: Australian evidence

    Determinants of commercial mortgage-backed securities credit ratings: Australian evidence by Chikolwa, B., Chan, Felix

    Published 2008
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  5. 5
    An econometric analysis of hotel-motel room nights in New Zealand with stochastic seasonality

    An econometric analysis of hotel-motel room nights in New Zealand with stochastic seasonality by Lim, C., Chan, Felix

    Published 2011
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  6. 6
    Selecting the relevant forecasts for forecast combination

    Selecting the relevant forecasts for forecast combination by Chan, Felix, Singh, Ranjodh

    Published 2023
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  7. 7
    Modelling the relationships between duration and variation in asset prices

    Modelling the relationships between duration and variation in asset prices by Chan, Felix, Petchey, James

    Published 2015
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  8. 8
    Frequency Domain

    Frequency Domain by Chan, Felix, Reale, M.

    Published 2020
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  9. 9
    Some Theoretical Results on Forecast Combinations

    Some Theoretical Results on Forecast Combinations by Chan, Felix, Pauwels, L.

    Published 2018
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  10. 10
    Can multivariate GARCH models really improve value-at-risk forecasts?

    Can multivariate GARCH models really improve value-at-risk forecasts? by Sia, C.S., Chan, Felix

    Published 2015
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  11. 11
    Is it optimal to combine forecast with a simple average?

    Is it optimal to combine forecast with a simple average? by Chan, Felix, Pauwels, L.

    Published 2015
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  12. 12
    Re-Parameterization of multi-regime STAR-GARCH model

    Re-Parameterization of multi-regime STAR-GARCH model by Chan, Felix, Theoharakis, B.

    Published 2009
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  13. 13
    Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle?

    Does the single currency for EU resolve the exchange rate volatility and purchasing power parity puzzle? by Manzur, Meher, Chan, Felix

    Published 2008
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  14. 14
    Tourism stock performance and macro factors

    Tourism stock performance and macro factors by Chan, Felix, Lim, C.

    Published 2011
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  15. 15
    Exchange rate volatility and purchasing power parity: does euro make any difference?

    Exchange rate volatility and purchasing power parity: does euro make any difference? by Manzur, Meher, Chan, Felix

    Published 2010
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  16. 16
    Inter-temporal fiscal equalization and per capita output in a federation

    Inter-temporal fiscal equalization and per capita output in a federation by Chan, Felix, Petchey, Jeffrey

    Published 2016
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  17. 17
    Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation

    Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation by Chan, Felix, Theoharakis, Billy

    Published 2011
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  18. 18
    Spectral analysis of seasonality in tourism demand

    Spectral analysis of seasonality in tourism demand by Chan, Felix, Lim, C.

    Published 2011
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  19. 19
    Application of forecast combination in volatility modelling

    Application of forecast combination in volatility modelling by James, Adam, Chan, Felix

    Published 2011
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  20. 20
    Model specification in panel data unit root tests with an unknown break

    Model specification in panel data unit root tests with an unknown break by Chan, Felix, Pauwels, L.

    Published 2011
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