Access Statistics for Felix 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
Modelling the Asymmetric Volatility of Electronics Patents in the USA 2 5 8 57 2 8 19 199
On the Structure, Asymptotic Theory and Applications of STAR-GARCH Models 1 4 22 216 2 6 39 367
Stability Tests for Heterogeneous Panel Data 2 5 15 73 3 8 43 197
Stability Tests for Heterogeneous Panel Data 3 6 24 39 7 21 63 81
Stability tests for heterogeneous panel data 1 4 11 28 2 8 31 93
Structure and Asymptotic Theory for Multivariate Asymmetric Volatility: Empirical Evidence for Country Risk Ratings 2 4 29 252 3 10 65 542
Structure and asymptotic theory for STAR(1)-GARCH(1,1) models 0 0 0 6 1 5 29 208
Total Working Papers 11 28 109 671 20 66 289 1,687

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
An econometric analysis of asymmetric volatility: Theory and application to patents 1 5 21 48 7 15 46 117
Efficiency of the foreign currency options market 1 3 9 9 6 9 27 27
Estimating smooth transition autoregressive models with GARCH errors in the presence of extreme observations and outliers 2 5 19 60 3 8 36 135
Evaluating the impact of market reforms on Value-at-Risk forecasts of Chinese A and B shares 1 5 17 26 4 13 41 54
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks 3 7 20 20 5 13 40 40
GENERALIZED AUTOREGRESSIVE CONDITIONAL CORRELATION 1 12 26 26 2 15 50 50
Maximum likelihood estimation of STAR and STAR-GARCH models: theory and Monte Carlo evidence 7 9 65 615 12 21 153 1,447
Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility 3 5 15 15 4 7 24 24
Trends and volatilities in foreign patents registered in the USA 2 3 8 26 3 5 21 114
Total Journal Articles 21 54 200 845 46 106 438 2,008

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Statistics updated 2009-11-04