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Feng-Chi Liu

Personal Details

First Name:Feng-Chi
Middle Name:
Last Name:Liu
Suffix:
RePEc Short-ID:pli461
[This author has chosen not to make the email address public]
Terminal Degree:2009 (from RePEc Genealogy)

Affiliation

College of Business
Feng Chia University

Taichung, Taiwan
http://www.cob.fcu.edu.tw/
RePEc:edi:cbfcutw (more details at EDIRC)

Research output

as
Jump to: Articles

Articles

  1. Chen, Cathy W.S. & Liu, Feng-Chi & Pingal, Aljo Clair, 2023. "Integer-valued transfer function models for counts that show zero inflation," Statistics & Probability Letters, Elsevier, vol. 193(C).
  2. Cathy Chen & Feng-Chi Liu & Mike So, 2013. "Threshold variable selection of asymmetric stochastic volatility models," Computational Statistics, Springer, vol. 28(6), pages 2415-2447, December.
  3. Mike K. P. So & Cathy W. S. Chen & Feng‐Chi Liu, 2006. "Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 201-224, April.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Articles

  1. Chen, Cathy W.S. & Liu, Feng-Chi & Pingal, Aljo Clair, 2023. "Integer-valued transfer function models for counts that show zero inflation," Statistics & Probability Letters, Elsevier, vol. 193(C).

    Cited by:

    1. Chen, Cathy W.S. & Chen, Chun-Shu & Hsiung, Mo-Hua, 2023. "Bayesian modeling of spatial integer-valued time series," Computational Statistics & Data Analysis, Elsevier, vol. 188(C).

  2. Cathy Chen & Feng-Chi Liu & Mike So, 2013. "Threshold variable selection of asymmetric stochastic volatility models," Computational Statistics, Springer, vol. 28(6), pages 2415-2447, December.

    Cited by:

    1. Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024. "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, vol. 30(C), pages 15-35.
    2. Zea Bermudez, Patrícia de & Rue, Havard, 2021. "Integrated nested Laplace approximations for threshold stochastic volatility models," DES - Working Papers. Statistics and Econometrics. WS 31804, Universidad Carlos III de Madrid. Departamento de Estadística.
    3. P. de Zea Bermudez & J. Miguel Marín & Helena Veiga, 2020. "Data cloning estimation for asymmetric stochastic volatility models," Econometric Reviews, Taylor & Francis Journals, vol. 39(10), pages 1057-1074, November.
    4. Mao, Xiuping & Ruiz, Esther & Veiga, Helena, 2017. "Threshold stochastic volatility: Properties and forecasting," International Journal of Forecasting, Elsevier, vol. 33(4), pages 1105-1123.

  3. Mike K. P. So & Cathy W. S. Chen & Feng‐Chi Liu, 2006. "Best subset selection of autoregressive models with exogenous variables and generalized autoregressive conditional heteroscedasticity errors," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 55(2), pages 201-224, April.

    Cited by:

    1. Søren Johansen & Marco Riani & Anthony C. Atkinson, 2012. "The Selection of ARIMA Models with or without Regressors," CREATES Research Papers 2012-46, Department of Economics and Business Economics, Aarhus University.
    2. Ayman A. Amin & Walid Emam & Yusra Tashkandy & Christophe Chesneau, 2023. "Bayesian Subset Selection of Seasonal Autoregressive Models," Mathematics, MDPI, vol. 11(13), pages 1-13, June.
    3. Alexander Vosseler & Enzo Weber, 2018. "Forecasting seasonal time series data: a Bayesian model averaging approach," Computational Statistics, Springer, vol. 33(4), pages 1733-1765, December.
    4. Yip, Iris W.H. & So, Mike K.P., 2009. "Simplified specifications of a multivariate generalized autoregressive conditional heteroscedasticity model," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 80(2), pages 327-340.
    5. Rodolfo Angelo Magtanggol Iii De Guzman & Mike K. P. So, 2018. "Empirical Analysis Of Bitcoin Prices Using Threshold Time Series Models," Annals of Financial Economics (AFE), World Scientific Publishing Co. Pte. Ltd., vol. 13(04), pages 1-24, December.

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