Chia-Shang James Chu

Stock Market Volatility and Regime Shifts in Returns

Tung Liu, Chia-Shang James Chu, Gary J. Santoni, 1996, Inf. Sci..

Time Series Segmentation: A Sliding Window Approach

Chia-Shang James Chu, C. Chu, 1995, Inf. Sci..

Detecting parameter shift in garch models

Chia-Shang James Chu, C. Chu, 1995 .

Wald-Type Tests for Detecting Breaks in the Trend Function of a Dynamic Time Series

Bruce E. Hansen, Chia-Shang James Chu, 2008 .

A Direct Test for Changing Trend

Chia-Shang James Chu, H. White, C. Chu, 1992 .