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Ching‐Fan Chung · Study

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Ching‐Fan Chung

6 works· latest 2001· 3 institutionscluster: provisional

h-index6

i106

Citations972

Works here6

89

96

00

01

Most cited in this library

Analysing inflation by the fractionally integrated ARFIMA-GARCH model1996 · 557 citations
The spurious regression of fractionally integrated processes2000 · 134 citations
Estimating a generalized long memory process1996 · 134 citations
International evidence on consumption patterns1989 · 103 citations
Calculating and analyzing impulse responses for the vector ARFIMA model2001 · 24 citations

Works

6 shown

Promotions and the pattern of grocery shopping time

Journal of Applied Statistics·2001·3 authors

20citations

Calculating and analyzing impulse responses for the vector ARFIMA model

Economics Letters·2001·1 author

24citations

The spurious regression of fractionally integrated processes

Journal of Econometrics·2000·2 authors

134citations

Estimating a generalized long memory process

Journal of Econometrics·1996·1 author

134citations

Analysing inflation by the fractionally integrated ARFIMA-GARCH model

Journal of Applied Econometrics·1996·3 authors

557citations

International evidence on consumption patterns

JAI Press eBooks·1989·3 authors·book

103citations