Access Statistics for Wing Hong Chan

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A New Look at Copper Markets: A Regime-Switching Jump Model 0 1 2 163 0 1 3 374
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 0 72 0 0 2 142
Factor Pricing in Commodity Futures and the Role of Liquidity 1 1 1 27 2 2 4 100
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 1 1 2 61
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 2 30 2 2 4 32
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 0 1 138
Price Limits and Stock Market Volatility in China 0 0 0 97 0 0 1 237
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 0 0 212 0 2 3 855
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 0 113 0 0 0 386
Total Working Papers 1 2 5 730 5 8 20 2,325

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A correlated bivariate Poisson jump model for foreign exchange 0 0 0 191 1 1 3 550
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 0 0 6 1,242
Conditional correlated jump dynamics in foreign exchange 0 0 0 78 1 1 2 165
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 69 0 1 2 206
Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women 0 0 0 1 0 1 2 10
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 1 1 80
Forecasting volatility: Roles of sampling frequency and forecasting horizon 0 0 0 4 0 0 0 10
From Fixed to Float: A Competing Risks Analysis 0 0 2 6 0 0 2 29
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 0 0 5 36 2 4 19 183
Invariance, price indices and estimation in almost ideal demand systems 0 0 1 204 1 1 3 771
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 5 0 0 1 32
Long-range dependence in the international diamond market 0 1 1 23 0 1 3 97
Occupational Labour Demand and the Sources of Non‐neutral Technical Change* 0 0 0 21 0 0 1 116
Optimal hedge ratios in the presence of common jumps 0 0 0 0 0 1 1 13
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 0 1 1 51 0 2 5 163
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 0 3 215 0 0 8 522
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 0 0 1 74
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 0 0 28 0 0 0 79
Volatility Spillovers Arising from the Financialization of Commodities 0 0 0 6 0 0 0 29
Total Journal Articles 0 2 13 950 5 14 60 4,371

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Statistics updated 2025-08-05