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Qian Chan
Qian Chan
Assistant Professor of Econometrics, Peking University HSBC Business School
Verified email at phbs.pku.edu.cn
Title
Cited by
Cited by
Year
Bayesian Value-at-Risk and expected shortfall forecasting via the asymmetric Laplace distribution
Q Chen, R Gerlach, Z Lu
Computational Statistics & Data Analysis 56 (11), 3498-3516, 2012
1082012
The two-sided Weibull distribution and forecasting financial tail risk
Q Chen, RH Gerlach
International Journal of Forecasting 29 (4), 527-540, 2013
632013
Bayesian realized-GARCH models for financial tail risk forecasting incorporating the two-sided Weibull distribution
C Wang, Q Chen, R Gerlach
Quantitative Finance 19 (6), 1017-1042, 2019
212019
Information flows between the US and China’s agricultural commodity futures markets—based on VAR–BEKK–Skew-t model
Q Chen, X Weng
Emerging Markets Finance and Trade 54 (1), 71-87, 2018
192018
A semi-parametric realized joint value-at-risk and expected shortfall regression framework
C Wang, R Gerlach, Q Chen
arXiv preprint arXiv:1807.02422, 2018
82018
On the Predictability of China Macro Indicator with Carbon Emissions Trading
Q Chen, X Gao, S Xie, L Sun, S Tian, S Hamori
Energies 14 (5), 1271, 2021
42021
The Two-sided Weibull Distribution and Forecasting Financial Tail Risk
R Gerlach, Q Chen
Business Analytics, 2011
32011
A semi-parametric conditional autoregressive joint value-at-risk and expected shortfall modeling framework incorporating realized measures
C Wang, R Gerlach, Q Chen
Quantitative Finance 23 (2), 309-334, 2023
22023
Market Reaction to Local Attention around Earnings Announcements in China: Evidence from Internet Search Activity
Q Chen, X Gao, J Mo, Z Xu
International Journal of Financial Studies 10 (4), 97, 2022
22022
Limited attention and post-earnings announcement drift: Evidence from China’s stock market
Q Chen, X Gao, G Liu
International Journal of Economics and Financial Issues 11 (1), 1, 2021
22021
Multiple-step value-at-risk forecasts based on volatility-filtered MIDAS quantile regression: Evidence from major investment assets
Q Chen, X Gao, X Huang, X Li
Investment Management and Financial Innovations 18 (3), 372-384, 2021
22021
Local-province chief executive officer and managerial myopia: Evidence from China
Q Chen, X Gao, S Niu, X Wang
Frontiers in Psychology 13, 966996, 2022
12022
8BitDo: Forward with nostalgia
Q Chen, X Gao, W Ye
SAGE Publications: SAGE Business Cases Originals, 2022
12022
MACRO FACTOR, MARKET VOLATILITY, AND STOCK-BOND CORRELATION: A DYNAMIC MIXED DATA SAMPLING FORECAST
Q Chen, X Gao, C Chen, S Tian, S Hamori
The Singapore Economic Review, 1-30, 2022
2022
On the Predictability of China Macro Forecast by Carbon Emissions Trading. Energies 2021, 14, 1271
Q Chen, X Gao, S Xie, L Sun, S Tian, S Hamori
s Note: MDPI stays neutral with regard to jurisdictional claims in published …, 2021
2021
Tissue Regeneration: Reactive Oxygen Species‐Scavenging Scaffold with Rapamycin for Treatment of Intervertebral Disk Degeneration (Adv. Healthcare Mater. 3/2020)
J Bai, Y Zhang, Q Fan, J Xu, H Shan, X Gao, Q Ma, L Sheng, X Zheng, ...
Advanced Healthcare Materials 9 (3), 2070008, 2020
2020
Bayesian Methods for Estimation, Inference and Forecasting of Flexible Models for Value-at-Risk and Tail Conditional Expectations
Q Chen
University of Sydney., 2011
2011
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