Amanda M. Y. Chu

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Volatility and dynamic dependence modeling: review, applications, and financial risk management Wiley Interdisciplinary Reviews. WIREs Computational Statistics	2024-09-11	Paper
Statistical disclosure control for continuous variables using an extended skew-t copula Applied Stochastic Models in Business and Industry	2024-07-29	Paper
Stochastic actor-oriented modelling of the impact of COVID-19 on financial network evolution Stat	2024-05-21	Paper
Vine copula statistical disclosure control for mixed-type data Computational Statistics and Data Analysis	2022-09-14	Paper
Financial network connectedness and systemic risk during the COVID-19 pandemic Asia-Pacific Financial Markets	2022-08-23	Paper
Efficient estimation of high-dimensional dynamic covariance by risk factor mapping: applications for financial risk management Journal of Econometrics	2022-03-16	Paper
Regularization of Bayesian quasi-likelihoods constructed from complex estimating functions Computational Statistics and Data Analysis	2020-06-16	Paper
Bayesian randomized response technique with multiple sensitive attributes: the case of information systems resource misuse The Annals of Applied Statistics	2018-11-15	Paper

Research outcomes over time

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