10
H index
12
i10 index
878
Citations
Felix Chan : Citation Profile
Curtin University | RESEARCH PRODUCTION: 31 Articles 26 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (2001 - 2023). Relations with other researchers
Works with:
Authors registered in RePEc who have co-authored more than one work in the last five years with Felix Chan. | Is cited by:
| Cites to:
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Main data
Where Felix Chan has published?
| Journals with more than one article published | # docs |
|---|---|
| Mathematics and Computers in Simulation (MATCOM) | 8 |
| Applied Economics | 2 |
| Econometric Reviews | 2 |
| Journal of Econometrics | 2 |
Recent works citing Felix Chan (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Combined Forecasts of Intermittent Demand for Stock-keeping Units (SKUs). (2023). Utma, Gizem Halil ; Ikiz, Aysun Kapucugil. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:1-31. Full description at Econpapers || Download paper |
| 2024 | Pre-Publication Revisions of Bank Financial Statements: a novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Working Papers Series. RePEc:bcb:wpaper:590. Full description at Econpapers || Download paper |
| 2023 | Is sentiment the solution to the risk–return puzzle? A (cautionary) note. (2023). Gebka, Bartosz ; Ung, Sze Nie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000011. Full description at Econpapers || Download paper |
| 2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages. (2023). Smales, Lee ; Khuu, Joyce ; Durand, Robert B. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000394. Full description at Econpapers || Download paper |
| 2024 | Does exchange rate volatility affect the impact of appreciation and depreciation on the trade balance? A nonlinear bivariate approach. (2024). Bosupeng, Mpho ; Naranpanawa, Athula. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323004042. Full description at Econpapers || Download paper |
| 2024 | Tail behavior of ACD models and consequences for likelihood-based estimation. (2024). Cavaliere, Giuseppe ; Rahbek, Anders ; Mikosch, Thomas ; Vilandt, Frederik. In: Journal of Econometrics. RePEc:eee:econom:v:238:y:2024:i:2:s0304407623003299. Full description at Econpapers || Download paper |
| 2024 | GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods. (2024). Potanin, Bogdan ; Trifonov, Juri. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s105752192300457x. Full description at Econpapers || Download paper |
| 2023 | The hedging effectiveness of electricity futures in the Spanish market. (2023). Pea, Juan Ignacio. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322006833. Full description at Econpapers || Download paper |
| 2023 | Analyzing commodity futures and stock market indices: Hedging strategies using asymmetric dynamic conditional correlation models. (2023). Obeid, Hassan ; Alshammari, Saad. In: Finance Research Letters. RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004531. Full description at Econpapers || Download paper |
| 2023 | Pricing of European currency options considering the dynamic information costs. (2023). de Peretti, Christian ; ben Hamad, Salah ; Dammak, Wael ; Eleuch, Hichem. In: Global Finance Journal. RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000923. Full description at Econpapers || Download paper |
| 2023 | Neither developed nor emerging: Dual paths for outward FDI and home country innovation in emerged market MNCs. (2023). Yu, Jing ; Liu, Wei ; Su, Eun. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:2:s0969593121001438. Full description at Econpapers || Download paper |
| 2023 | Dynamic connectedness between investors’ sentiment and asset prices: A comparison between major markets in Europe and USA. (2023). Lawal, Rodiat ; Johan, Sofia ; Sakariyahu, Rilwan ; Chatzivgeri, Eleni ; Paterson, Audrey. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001348. Full description at Econpapers || Download paper |
| 2023 | Forecast combinations: An over 50-year review. (2023). Li, Feng ; Kang, Yanfei ; Hyndman, Rob J ; Wang, Xiao Qian. In: International Journal of Forecasting. RePEc:eee:intfor:v:39:y:2023:i:4:p:1518-1547. Full description at Econpapers || Download paper |
| 2024 | Pre-publication revisions of bank financial statements: A novel way to monitor banks?. (2024). van Doornik, Bernardus ; Norden, Lars ; Naeem, Mahvish ; Guettler, Andre. In: Journal of Financial Intermediation. RePEc:eee:jfinin:v:58:y:2024:i:c:s1042957324000020. Full description at Econpapers || Download paper |
| 2023 | Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Alomari, Mohammad ; Mensi, Walid ; Kang, Sang Hoon. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397. Full description at Econpapers || Download paper |
| 2023 | How does US tariff policy affect the relationship among crude oil, the US dollar and metal markets?. (2023). Zolfaghari, Mehdi. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pb:s0301420723005871. Full description at Econpapers || Download paper |
| 2024 | Managing portfolio risk during crisis times: A dynamic conditional correlation perspective. (2024). Dufour, Alfonso ; Zhang, Hanyu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:241-251. Full description at Econpapers || Download paper |
| 2023 | A novel hybrid strategy for crude oil future hedging based on the combination of three minimum-CVaR models. (2023). Xie, Wenzhao ; Zheng, Chengli ; Yao, Yinhong ; Su, Kuangxi. In: International Review of Economics & Finance. RePEc:eee:reveco:v:83:y:2023:i:c:p:35-50. Full description at Econpapers || Download paper |
| 2023 | Building Multivariate Time-Varying Smooth Transition Correlation GARCH Models, with an Application to the Four Largest Australian Banks. (2023). Terasvirta, Timo ; Silvennoinen, Annastiina ; Hall, Anthony D. In: Econometrics. RePEc:gam:jecnmx:v:11:y:2023:i:1:p:5-:d:1059591. Full description at Econpapers || Download paper |
| 2023 | Control of Operational Modes of an Urban Distribution Grid under Conditions of Uncertainty. (2023). Zicmane, Inga ; Beryozkina, Svetlana ; Senyuk, Mihail ; Matrenin, Pavel ; Safaraliev, Murodbek ; Onka, Zsolt ; Sidorov, Alexander ; Tavarov, Saidjon Shiralievich. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:8:p:3497-:d:1125598. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Fixed Effects and Causal Inference. (2023). Bellemare, Marc ; Millimet, Daniel L. In: IZA Discussion Papers. RePEc:iza:izadps:dp16202. Full description at Econpapers || Download paper |
| 2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging. (2024). Luo, Jiawen ; Fu, Shengjie ; Cepni, Oguzhan ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202420. Full description at Econpapers || Download paper |
| 2023 | How do gold and oil react to the COVID-19 pandemic: A review. (2023). Ho, LY ; Bai, Min. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2876-2902. Full description at Econpapers || Download paper |
| 2023 | From Black Wednesday to Brexit: Macroeconomic shocks and correlations of equity returns in France, Germany, Italy, Spain, and the United Kingdom. (2023). Gottschalk, Sylvia. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:2843-2873. Full description at Econpapers || Download paper |
| 2023 | Civil aviation and tourism demand in Montenegro: A panel data approach. (2023). Papatheodorou, Andreas ; Bulatovic, Iva. In: EconStor Open Access Articles and Book Chapters. RePEc:zbw:espost:272336. Full description at Econpapers || Download paper |
Felix Chan has edited the books:
| Year | Title | Type | Cited |
|---|
Works by Felix Chan:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2015 | Structure and asymptotic theory for nonlinear models with GARCH erros In: Economia. [Full Text][Citation analysis] | article | 2 |
| 2010 | Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2011 | Structure and Asymptotic theory for Nonlinear Models with GARCH Errors.(2011) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2010 | Structure and Asymptotic Theory for Nonlinear Models with GARCH Errors.(2010) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2012 | It pays to violate: how effective are the Basel accord penalties in encouraging risk management? In: Accounting and Finance. [Full Text][Citation analysis] | article | 5 |
| 2017 | The Validity of Investor Sentiment Proxies In: International Review of Finance. [Full Text][Citation analysis] | article | 7 |
| 2023 | A pulse check on recent developments in time series econometrics In: Journal of Economic Surveys. [Full Text][Citation analysis] | article | 0 |
| 2012 | Testing for Structural Change in Heterogeneous Panels with an Application to the Euros Trade Effect In: Journal of Time Series Econometrics. [Full Text][Citation analysis] | article | 12 |
| 2013 | Modeling and Simulation: An Overview In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 17 |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: KIER Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| 2013 | Modelling and Simulation: An Overview.(2013) In: Tinbergen Institute Discussion Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | |
| .() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 17 | paper | ||
| 2018 | Even Count Estimation In: CEU Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Event count estimation.(2022) In: Econometric Reviews. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
| 2019 | Modelling with Discretized Ordered Choice Covariates In: CEU Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties? In: CARF F-Series. [Full Text][Citation analysis] | paper | 1 |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: Econometric Institute Research Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2009 | It Pays to Violate: How Effective are the Basel Accord Penalties?.(2009) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2008 | GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION In: Econometric Theory. [Full Text][Citation analysis] | article | 167 |
| 2001 | Estimating Smooth Transition Autoregressive Models with GARCH Errors in the Presence of Extreme Observations and Outliers, In: ISER Discussion Paper. [Full Text][Citation analysis] | paper | 27 |
| 2003 | Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers.(2003) In: Applied Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 27 | article | |
| 2017 | Nonlinear dependence in exchange rate returns: How do emerging Asian currencies compare with major currencies? In: Journal of Asian Economics. [Full Text][Citation analysis] | article | 2 |
| 2007 | An econometric analysis of asymmetric volatility: Theory and application to patents In: Journal of Econometrics. [Full Text][Citation analysis] | article | 223 |
| 2008 | Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks In: Journal of Econometrics. [Full Text][Citation analysis] | article | 31 |
| 2016 | Liquidation discount—a novel application of ARFIMA–GARCH In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 0 |
| 2008 | Efficiency of the foreign currency options market In: Global Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2018 | Some theoretical results on forecast combinations In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 24 |
| 2004 | Modelling the asymmetric volatility of electronics patents in the USA In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2003 | Modelling the Asymmetric Volatility of Electronics Patents in the USA.(2003) In: CIRJE F-Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
| 2005 | Modelling the spillover effects in the volatility of atmospheric carbon dioxide concentrations In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 1 |
| 2008 | Modelling the volatility transmission and conditional correlations between A and B shares in forecasting value-at-risk In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 2009 | Modelling time-varying higher moments with maximum entropy density In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 4 |
| 2011 | Model specification in panel data unit root tests with an unknown break In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 5 |
| 2011 | Estimating m-regimes STAR-GARCH model using QMLE with parameter transformation In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 17 |
| 2011 | Spectral analysis of seasonality in tourism demand In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 10 |
| 2013 | The impact of serial correlation on testing for structural change in binary choice model: Monte Carlo evidence In: Mathematics and Computers in Simulation (MATCOM). [Full Text][Citation analysis] | article | 0 |
| 2008 | Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 4 |
| 2006 | Stability Tests for Heterogeneous Panel Data In: IHEID Working Papers. [Full Text][Citation analysis] | paper | 3 |
| 2006 | Stability tests for heterogeneous panel data.(2006) In: PSE Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2006 | Stability tests for heterogeneous panel data.(2006) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2008 | Stability Tests for Heterogeneous Panel Data.(2008) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2011 | An econometric analysis of hotel–motel room nights in New Zealand with stochastic seasonality In: International Journal of Revenue Management. [Full Text][Citation analysis] | article | 0 |
| 2002 | Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence In: Journal of Applied Econometrics. [Full Text][Citation analysis] | article | 43 |
| 2009 | Modeling Volatility in Foreign Currency Option Pricing In: Multinational Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2013 | Advantages of Non-Normality in Testing Cointegration Rank In: Bankwest Curtin Economics Centre Working Paper series. [Full Text][Citation analysis] | paper | 0 |
| 2017 | A note on the relation between fiscal equalization and economic growth In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
| 2005 | Structure and asymptotic theory for STAR(1)-GARCH(1,1) models In: Textos para discussão. [Full Text][Citation analysis] | paper | 0 |
| 2022 | Linear Econometric Models with Machine Learning In: Advanced Studies in Theoretical and Applied Econometrics. [Citation analysis] | chapter | 1 |
| 2022 | Nonlinear Econometric Models with Machine Learning In: Advanced Studies in Theoretical and Applied Econometrics. [Citation analysis] | chapter | 1 |
| 2004 | Modelling the asymmetric volatility of anti-pollution patents in the USA In: Scientometrics. [Full Text][Citation analysis] | article | 1 |
| 2014 | Gravity Models of Trade: Unobserved Heterogeneity and Endogeneity In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
| 2019 | Equivalence of optimal forecast combinations under affine constraints In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2004 | Trends and volatilities in foreign patents registered in the USA In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2015 | Permanent and transitory shocks in the presence of asymmetric error correction In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2009 | Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility In: Econometric Reviews. [Full Text][Citation analysis] | article | 240 |
| 2021 | A review of Ride-Matching strategies for Ridesourcing and other similar services In: Transport Reviews. [Full Text][Citation analysis] | article | 0 |
| 2003 | Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 7 |
| 2003 | On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models In: CIRJE F-Series. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team