Felix Chan

Professional Summary: Professor Felix Chan

Professor Felix Chan is a distinguished academic at Curtin University, Australia, with a robust background in economics, econometrics, and applied statistics. His expertise and contributions have made significant impacts in the fields of time series analysis, financial econometrics, and economic modeling, positioning him as a respected figure in both academic and applied research communities.

Academic Background and Degrees

Professor Chan holds advanced degrees in economics and econometrics, reflecting his deep commitment to rigorous quantitative analysis. While specific details of his educational institutions and years of graduation are not fully disclosed in public records, his academic credentials are evidenced by his long-standing career and contributions at Curtin University.

Research Specializations and Academic Interests

Professor Chan specializes in the following areas:

• Time Series Econometrics: Developing and applying advanced statistical models to analyze temporal data.
• Financial Econometrics: Exploring the dynamics of financial markets through quantitative methods.
• Applied Economics: Addressing real-world economic issues with data-driven approaches.
• Bayesian Econometrics: Utilizing Bayesian methods for economic forecasting and inference.

Career History and Appointments

Professor Chan has built a notable career at Curtin University, where he serves as a Professor in the School of Economics, Finance and Property. His roles and contributions include:

• Professor, Curtin University: Leading research and teaching in econometrics and economics.
• Mentorship of postgraduate students and early-career researchers in quantitative economic analysis.

Major Awards, Fellowships, and Honors

While specific awards and honors for Professor Chan are not widely documented in public sources, his sustained academic output and leadership at Curtin University suggest recognition within his field. Any formal accolades would likely relate to his contributions to econometrics and applied economics research.

Key Publications

Professor Chan has authored and co-authored numerous influential papers and articles in high-impact journals. Below is a selection of his notable works based on publicly available records:

• Chan, F., & McAleer, M. (2002). 'Maximum likelihood estimation of STAR and STAR-GARCH models: Theory and Monte Carlo evidence.' Journal of Applied Econometrics.
• Chan, F., & Gray, P. (2006). 'Using extreme value theory to measure value-at-risk for daily electricity spot prices.' International Journal of Forecasting.
• Chan, F., Lim, C., & McAleer, M. (2005). 'Modelling multivariate international tourism demand and volatility.' Tourism Management.
• Chan, F., & Marinova, D. (2007). 'A dynamic model of advertising and market share: The case of the Australian cigarette industry.' Applied Economics.

Influence and Impact on Academic Field

Professor Chan’s work has had a measurable impact on the field of econometrics, particularly in the application of time series models to financial and economic data. His research on STAR-GARCH models and value-at-risk methodologies has contributed to improved forecasting techniques in volatile markets. His publications are widely cited, reflecting his influence on both theoretical advancements and practical applications in economics and finance.

Public Lectures, Committee Roles, and Editorial Contributions

While specific details of public lectures or committee roles are not extensively documented in public sources, Professor Chan is known to engage actively within the academic community at Curtin University. He has likely contributed to editorial boards or peer review processes for journals in econometrics and applied economics, given his expertise and publication record. Further information on conference presentations or invited talks may be available through university archives or academic networks.