Full Name
Ying Chen
Variants
Chen, Y.
 
 
Faculty
 
Email
stacheny@nus.edu.sg
 
 

Publications

Results 1-11 of 11 (Search time: 0.022 seconds).

Issue DateTitleAuthor(s)
12013A local vector autoregressive framework and its applications to multivariate time series monitoring and forecastingChen, Y. ; Li, B.; Niu, L.
22014Adaptive dynamic Nelson-Siegel term structure model with applicationsChen, Y. ; Niu, L.
319-Jun-2017An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price CurvesYing Chen ; Bo Li
414-Dec-2021Developing edible starch film used for packaging seasonings in instant noodlesChen, Hui; Alee, Mahafooj; Chen, Ying ; Zhou, Yinglin; Yang, Mao; Ali, Amjad; Liu, Hongsheng; Chen, Ling; Yu, Long
51-Oct-2021Discussion on "Text Selection''Xiaofei Xu; Ying Chen ; Steven Kou
69-Jul-2019Forecasting limit order book liquidity supply?demand curves with functional autoregressive dynamicsYing Chen ; Wee Song Chua; Wolfgang Karl Hardle
7Mar-2010GHICA - Risk analysis with GH distributions and independent componentsChen, Y. ; Härdle, W.; Spokoiny, V.
8Dec-2010Localized realized volatility modelingChen, Y. ; Härdle, W.K.; Pigorsch, U.
92-Feb-2022Modeling functional time series and mixed-type predictors with partially functional autoregressionXiaofei Xu; Ying Chen ; Ge Zhang; Thorsten Koch
10Sep-2008Nonparametric risk management with generalized hyperbolic distributionsChen, Y. ; Härdle, W.; Jeong, S.-O.
11Jun-2014TVICA - Time varying independent component analysis and its application to financial dataChen, R.-B.; Chen, Y. ; Härdle, W.K.