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Ngai Hang Chan

Ngai Hang Chan publishes mostly in Finance, Economics and Econometrics and Statistics and Probability, on topics such as Financial Risk and Volatility Modeling, Statistical Distribution Estimation and Applications and Complex Systems and Time Series Analysis.

World rank
#429,578
of 1,633,909 ranked researchers
Rank in Hong Kong
#1,945
of 5,618
Works
29
Citations
169
Citations per work
5.8

What does Ngai Hang Chan research?

Finance: 26.2%Economics and Econometrics: 19.0%Statistics and Probability: 16.7%Computer Networks and Communications: 7.1%other fields: 31.0%26%top field
Finance26.2%Economics and Econometrics19.0%Statistics and Probability16.7%Computer Networks and Communications7.1%other fields31.0%

Shares of their own output, by the field each of their topics belongs to. The grey slice is everything not listed.

  1. 1Finance26% of their works
  2. 2Economics and Econometrics19% of their works
  3. 3Statistics and Probability17% of their works
  4. 4Computer Networks and Communications7% of their works
  5. 5General Economics, Econometrics and Finance7% of their works
  6. 6Control and Systems Engineering5% of their works

Research topics

Which keywords describe Ngai Hang Chan's research?

The keywords of their largest research topics: GARCH Models, Volatility, Bayesian Inference, Monetary Policy, Econophysics, Generalized Exponential, Model Selection and Multifractal Analysis.

Size is their works in the topics tagged with each word, from their 8 largest topics. Each links to the topic it comes from most.

All 19 words, with their numbers
  1. GARCH Models101 topic
  2. Volatility101 topic
  3. Bayesian Inference52 topics
  4. Monetary Policy52 topics
  5. Econophysics41 topic
  6. Generalized Exponential41 topic
  7. Model Selection42 topics
  8. Multifractal Analysis41 topic
  9. Skew Distributions41 topic
  10. Economic Growth31 topic
  11. Fiscal Policy31 topic
  12. Economic Policy Uncertainty21 topic
  13. Oil Price Shocks21 topic
  14. Parameter Estimation21 topic
  15. Regularization21 topic
  16. System Identification21 topic
  17. Variable Selection21 topic
  18. Clustering11 topic
  19. Mixture Models11 topic

Where does Ngai Hang Chan work?

Ngai Hang Chan's main affiliation in the publication record is Chinese University of Hong Kong, Hong Kong.

How many publications and citations does Ngai Hang Chan have?

Science Explorer counts 29 works and 169 citations for Ngai Hang Chan, ranking #429,578 of 1,633,909 researchers worldwide on the composite score.

Ranked on field-normalised excellence (50%), output (30%) and citations (20%). Counts come from OpenAlex author records, which occasionally merge different people who share a name or split one person into several.

Papers, co-authors, who cited this work and researchers on the nearest topics are in the interactive view on the map. Is this your page? Request a correction or removal.