Ngai Hang Chan

5.3k total citations · 2 hit papers
116 papers, 3.7k citations indexed

About

Ngai Hang Chan is a scholar working on Finance, Statistics and Probability and Economics and Econometrics. According to data from OpenAlex, Ngai Hang Chan has authored 116 papers receiving a total of 3.7k indexed citations (citations by other indexed papers that have themselves been cited), including 69 papers in Finance, 45 papers in Statistics and Probability and 33 papers in Economics and Econometrics. Recurrent topics in Ngai Hang Chan's work include Financial Risk and Volatility Modeling (63 papers), Statistical Methods and Inference (34 papers) and Monetary Policy and Economic Impact (25 papers). Ngai Hang Chan is often cited by papers focused on Financial Risk and Volatility Modeling (63 papers), Statistical Methods and Inference (34 papers) and Monetary Policy and Economic Impact (25 papers). Ngai Hang Chan collaborates with scholars based in Hong Kong, United States and China. Ngai Hang Chan's co-authors include Ching-Zong Wei, Zhiyu Yang, Ping Sheng, Jun Mei, Min Yang, Noel Cressie, Guancong Ma, Hongqing Dai, Liang Peng and Lanh Tat Tran and has published in prestigious journals such as Physical Review Letters, Journal of the American Statistical Association and Applied Physics Letters.

In The Last Decade

Ngai Hang Chan

111 papers receiving 3.4k citations

Hit Papers

Membrane-Type Acoustic Me... 2008 2026 2014 2020 2008 2010 250 500 750
What are hit papers?

Hit papers significantly outperform the citation benchmark for their cohort. A paper qualifies if it has ≥500 total citations, achieves ≥1.5× the top-1% citation threshold for papers in the same subfield and year (this is the minimum needed to enter the top 1%, not the average within it), or reaches the top citation threshold in at least one of its specific research topics.

  1. Membrane-Type Acoustic Metamaterial with Negative Dynamic Mass
    2008 920 citations Zhiyu Yang, Jun Mei et al. Physical Review Letters profile →
  2. Acoustic metamaterial panels for sound attenuation in the 50–1000 Hz regime
    2010 459 citations Zhiyu Yang, Ngai Hang Chan et al. profile →

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Ngai Hang Chan Hong Kong 23 1.3k 1.3k 932 881 753 116 3.7k
Tareq Saeed Saudi Arabia 40 940 0.7× 537 0.4× 1.9k 2.0× 88 0.1× 189 0.3× 221 5.1k
T. P. Hutchinson Australia 26 377 0.3× 127 0.1× 75 0.1× 305 0.3× 11 0.0× 215 2.6k
Thomas Taimre Australia 24 287 0.2× 63 0.1× 51 0.1× 131 0.1× 22 0.0× 91 2.8k
A. Carbone Italy 22 83 0.1× 552 0.4× 1.3k 1.4× 20 0.0× 30 0.0× 77 2.4k
Cheolwoo Park South Korea 23 68 0.1× 79 0.1× 144 0.2× 296 0.3× 10 0.0× 106 1.7k
Lijian Yang United States 29 32 0.0× 416 0.3× 365 0.4× 1.1k 1.3× 203 0.3× 105 2.1k
Jonathan D. Cryer United States 15 20 0.0× 219 0.2× 250 0.3× 320 0.4× 188 0.2× 41 1.7k
J. Leroy Folks United States 16 110 0.1× 122 0.1× 99 0.1× 1.0k 1.1× 15 0.0× 30 2.4k
Pasquale Cirillo Netherlands 17 106 0.1× 133 0.1× 414 0.4× 55 0.1× 123 0.2× 62 980
Jianhua Z. Huang United States 15 87 0.1× 57 0.0× 64 0.1× 382 0.4× 33 0.0× 55 1.3k

Countries citing papers authored by Ngai Hang Chan

Since Specialization
Citations

This map shows the geographic impact of Ngai Hang Chan's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Ngai Hang Chan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Ngai Hang Chan more than expected).

Fields of papers citing papers by Ngai Hang Chan

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Ngai Hang Chan. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Ngai Hang Chan. The network helps show where Ngai Hang Chan may publish in the future.

Co-authorship network of co-authors of Ngai Hang Chan

This figure shows the co-authorship network connecting the top 25 collaborators of Ngai Hang Chan. A scholar is included among the top collaborators of Ngai Hang Chan based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Ngai Hang Chan. Ngai Hang Chan is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Chan, Ngai Hang, et al.. (2024). Coefficient Shape Alignment in Multiple Functional Linear Regression. Journal of the American Statistical Association. 120(552). 2196–2209.
2.
Zhang, Rongmao, et al.. (2023). Nonparametric testing for the specification of spatial trend functions. Journal of Multivariate Analysis. 196. 105180–105180.
3.
Zhang, Rongmao & Ngai Hang Chan. (2020). NONSTATIONARY LINEAR PROCESSES WITH INFINITE VARIANCE GARCH ERRORS. Econometric Theory. 37(5). 892–925. 3 indexed citations
4.
Chen, Kun, et al.. (2019). Subgroup analysis of zero-inflated Poisson regression model with applications to insurance data. Insurance Mathematics and Economics. 86. 8–18. 16 indexed citations
5.
Chan, Ngai Hang, et al.. (2019). Self-Normalized Sequential Change-point Detection. Statistica Sinica. 1 indexed citations
6.
Huang, Zhelin & Ngai Hang Chan. (2019). Walsh Fourier Transform of Locally Stationary Time Series. Journal of Time Series Analysis. 41(2). 312–340. 1 indexed citations
7.
Chan, Ngai Hang, et al.. (2016). MOMENT BOUNDS AND MEAN SQUARED PREDICTION ERRORS OF LONG-MEMORY TIME SERIES1. 3 indexed citations
8.
Wang, Bin, Man Wang, & Ngai Hang Chan. (2014). Residual-based test for fractional cointegration. Economics Letters. 126. 43–46. 8 indexed citations
9.
Chan, Ngai Hang, Zehang Li, & Chun Yip Yau. (2014). Forecasting Online Auctions via Self‐Exciting Point Processes. Journal of Forecasting. 33(7). 501–514. 6 indexed citations
10.
Li, Dongye, Ngai Hang Chan, & Liang Peng. (2013). EMPIRICAL LIKELIHOOD TEST FOR CAUSALITY OF BIVARIATE AR(1) PROCESSES. Econometric Theory. 30(2). 357–371. 6 indexed citations
11.
Chan, Ngai Hang. (2010). Time Series: Applications to Finance with R and S-Plus. Medical Entomology and Zoology. 17 indexed citations
12.
Chan, Ngai Hang, Song Xi Chen, Liang Peng, & Cindy Yu. (2009). Empirical Likelihood Methods Based on Characteristic Functions With Applications to Lévy Processes. Journal of the American Statistical Association. 104(488). 1621–1630. 11 indexed citations
13.
Chan, Ngai Hang, et al.. (2009). Integrated functionals of normal and fractional processes. The Annals of Applied Probability. 19(1). 8 indexed citations
14.
Yang, Zhiyu, Jun Mei, Min Yang, Ngai Hang Chan, & Ping Sheng. (2008). Membrane-Type Acoustic Metamaterial with Negative Dynamic Mass. Physical Review Letters. 101(20). 204301–204301. 920 indexed citations breakdown →
15.
Chan, Ngai Hang, Liang Peng, & Yongcheng Qi. (2006). QUANTILE INFERENCE FOR NEAR-INTEGRATED AUTOREGRESSIVE TIME SERIES WITH INFINITE VARIANCE. Statistica Sinica. 16(1). 15–28. 15 indexed citations
16.
Chan, Ngai Hang. (2002). Time series : applications to finance. Wiley-Interscience eBooks. 28 indexed citations
17.
Chan, Ngai Hang, et al.. (2002). EMPIRICAL LIKELIHOOD FOR AUTOREGRESSIVE MODELS, WITH APPLICATIONS TO UNSTABLE TIME SERIES. 51 indexed citations
18.
Basak, Gopal K., Ngai Hang Chan, & Wilfredo Palma. (2001). The approximation of long‐memory processes by an ARMA model. Journal of Forecasting. 20(6). 367–389. 14 indexed citations
19.
Chan, Ngai Hang & Christopher R. Genovese. (2001). A comparison of linear and nonlinear statistical techniques in performance attribution. IEEE Transactions on Neural Networks. 12(4). 922–928. 10 indexed citations
20.
Chan, Ngai Hang, Joseph B. Kadane, Robert N. Miller, & Wilfredo Palma. (1996). Estimation of Tropical Sea Level Anomaly by an Improved Kalman Filter. Journal of Physical Oceanography. 26(7). 1286–1303. 7 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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