Access Statistics for Chin Wen Cheong

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	Last month	3 months	12 months	Total	Last month	3 months	12 months	Total
A Variance Ratio Test of Random Walk in Energy Spot Markets	0	0	1	45	0	1	2	186
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis	0	0	0	22	0	1	1	135
Asymmetry and long-memory volatility: Some empirical evidence using GARCH	0	0	1	13	0	1	6	44
Estimating the Hurst parameter in financial time series via heuristic approaches	0	0	4	25	0	0	9	142
Heavy-tailed value-at-risk analysis for Malaysian stock exchange	0	0	1	11	0	0	2	40
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility	0	0	0	14	0	0	0	92
Modeling and forecasting crude oil markets using ARCH-type models	0	1	4	179	1	5	13	478
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices	0	0	1	8	0	0	1	36
Optimal choice of sample fraction in univariate financial tail index estimation	0	0	0	11	0	0	0	62
S&P500 volatility analysis using high-frequency multipower variation volatility proxies	0	0	0	9	0	0	0	60
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model	0	0	0	7	0	0	0	37
Total Journal Articles	0	1	12	344	1	8	34	1,312

3 registered items for which data could not be found

Authors with papers registered in the RePEc Author Service.

Authors with no registered papers

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Statistics updated 2025-06-06