Ying Chen
Cited by
Cited by
Localized realized volatility modeling
Y Chen, WK Härdle, U Pigorsch
Journal of the American Statistical Association 105 (492), 1376-1393, 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
Nonparametric risk management with generalized hyperbolic distributions
Y Chen, W Härdle, SO Jeong
Journal of the American Statistical Association 103 (483), 910-923, 2008
Adaptive Dynamic Nelson-Siegel Term Structure Model with Applications
Y Chen, L Niu
Journal of Econometrics, 2014
An Adaptive Functional Autoregressive Forecast Model to Predict Electricity Price Curves
Y Chen, B Li
Journal of Business and Economic Statistics, 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
Forecasting day-ahead high-resolution natural-gas demand and supply in Germany
Y Chen, WS Chua, T Koch
Applied Energy 228, 1091-1110, 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
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
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
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
Value at Risk Estimation
Y Chen, J Lu
Handbook of Computational Finance, 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
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
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
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
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
Modeling nonstationary and leptokurtic financial time series
Y Chen, V Spokoiny
Econometric Theory 31 (4), 703-728, 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
Discover regional and size effects in global bitcoin blockchain via sparse-group network autoregressive modeling
Y Chen, S Trimborn, J Zhang
SSRN, 2019
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