Ying Chen

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Wolfgang Karl HärdleHumboldt-Universität zu Berlin, Ladislaus von Bortkiewicz Professor of StatisticsDirección de correo verificada de hu-berlin.de
Thorsten KochTU Berlin / Zuse Institute BerlinDirección de correo verificada de zib.de
Vladimir SpokoinyProfessor for Statistics, Humboldt University und WIAS BerlinDirección de correo verificada de wias-berlin.de
kian guan limProfessorDirección de correo verificada de smu.edu.sg
Ray-Bing ChenDepartment of Statistics, National Cheng Kung UniversityDirección de correo verificada de ncku.edu.tw
Richard P. EbsteinProfessor Southwestern University of Finance and Economics (SWUFE) Chengdu ChinaDirección de correo verificada de swufe.edu.cn
Soo Hong ChewNUSDirección de correo verificada de nus.edu.sg
Omri WeismanSagol School of Neuroscience, Tel Aviv University & Sheba Medical CenterDirección de correo verificada de yale.edu
Seok-Oh JEONGHankuk University of Foreign StudiesDirección de correo verificada de hufs.ac.kr
Xiu XuPh.D Candidate, Humboldt University at BerlinDirección de correo verificada de hu-berlin.de
Jialiang LiProfessor, NUSDirección de correo verificada de nus.edu.sg
J. S. MarronUniversity of North CarolinaDirección de correo verificada de unc.edu
Meng XuUniversity of HaifaDirección de correo verificada de campus.haifa.ac.il
Guangming PanNanyang Technological UniversityDirección de correo verificada de ntu.edu.sg
Piotr MajerPrincipal Data Scientist

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Ying Chen

Department of Mathematics, National University of Singapore

Dirección de correo verificada de nus.edu.sg - Página principal

Nonstationary Time Series Financial Econometrics High Frequency Data Functional Data Analysis


Título Ordenar por citas Ordenar por año Ordenar por título	Citado por Citado por	Año
Localized realized volatility modeling Y Chen, WK Härdle, U Pigorsch Journal of the American Statistical Association 105 (492), 1376-1393, 2010	94	2010
The association between 2D: 4D ratio and cognitive empathy is contingent on a common polymorphism in the oxytocin receptor gene (OXTR rs53576) O Weisman, KA Pelphrey, JF Leckman, R Feldman, Y Lu, A Chong, ... Psychoneuroendocrinology 58, 23-32, 2015	88	2015
Nonparametric risk management with generalized hyperbolic distributions Y Chen, W Härdle, SO Jeong Journal of the American Statistical Association 103 (483), 910-923, 2008	78	2008
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications Y Chen, L Niu Journal of Econometrics, 2014	62	2014
An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves Y Chen, B Li Journal of Business and Economic Statistics, 2015	61	2015
Portfolio value at risk based on independent component analysis Y Chen, W Härdle, V Spokoiny Journal of Computational and Applied Mathematics 205 (1), 594-607, 2007	58	2007
Forecasting day-ahead high-resolution natural-gas demand and supply in Germany Y Chen, WS Chua, T Koch Applied Energy 228, 1091-1110, 2018	57	2018
GHICA—Risk analysis with GH distributions and independent components Y Chen, W Härdle, V Spokoiny Journal of Empirical Finance 17 (2), 255-269, 2010	51	2010
Day-ahead high-resolution forecasting of natural gas demand and supply in Germany with a hybrid model Y Chen, X Xu, T Koch Applied Energy 262, 114486, 2020	43	2020
A review study of functional autoregressive models with application to energy forecasting Y Chen, T Koch, KG Lim, X Xu, N Zakiyeva Wiley Interdisciplinary Reviews: Computational Statistics 13 (3), e1525, 2021	20	2021
TVICA -- Time Varying Independent Component Analysis and Its Application to Financial Data CH Chen Journal of Computational Statistics and Data Analysis 74, 95-109, 2014	19	2014
Value at Risk Estimation Y Chen, J Lu Handbook of Computational Finance, 2010	19	2010
Modeling seasonality and serial dependence of electricity price curves with warping functional autoregressive dynamics Y Chen, JS Marron, J Zhang The Annals of Applied Statistics 13 (3), 1590-1616, 2019	16	2019
Varying coefficient functional autoregressive model with application to the US treasuries M Xu, J Li, Y Chen Journal of Multivariate Analysis 159, 168-183, 2017	16	2017
A hybrid approach for high precision prediction of gas flows M Petkovic, Y Chen, I Gamrath, U Gotzes, NS Hadjidimitrou, J Zittel, X Xu, ... Energy Systems 13 (2), 383-408, 2022	15	2022
Day-ahead probabilistic forecasting for French half-hourly electricity loads and quantiles for curve-to-curve regression X Xu, Y Chen, Y Goude, Q Yao Applied Energy 301, 117465, 2021	15	2021
Modeling and forecasting the dynamics of the natural gas transmission network in Germany with the demand and supply balance constraint Y Chen, T Koch, N Zakiyeva, B Zhu Applied Energy 278, 115597, 2020	12	2020
Modeling nonstationary and leptokurtic financial time series Y Chen, V Spokoiny Econometric Theory 31 (4), 703-728, 2015	12	2015
Forecasting limit order book liquidity supply–demand curves with functional autoregressive dynamics Y Chen, WS Chua, WK Härdle Quantitative Finance 19 (9), 1473-1489, 2019	11	2019
Discover regional and size effects in global bitcoin blockchain via sparse-group network autoregressive modeling Y Chen, S Trimborn, J Zhang SSRN, 2019	11	2019

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