Senior Lecturer Felix Chan This year Senior Lecturer Felix Chan has had five of his papers, coauthored with various people, accepted by good journals. The details of the papers are:
"An Econometric Analysis of Asymmetric Volatility: Theory and application to patents", Journal of Econometrics, 139, 259 - 284 (with M. McAleer and D. Marinova). "Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility", to appear in the Econometric Reviews (with M. McAleer and S. Hoti). "Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares", to appear in the Pacific Basin Finance Journal (with B. de Veiga and M. McAleer). "Generalized autoagressive conditional correlation", to appear in Economteric Theory (with M. McAleer, S. Hoti and O. Lieberman). "Finite sample properties of Quasi-Maximum Likeihood Estimator for the Log-ACD Model with applications to Australian stocks", to appear in Journal of Econometrics (with D. Allen, M. Mc Aleer and S. Peiris). Apart from the Econometric Reviews, the other journals are either A* or A journals in the BRADsNET List. |