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 2 164 2 7 10 383
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 0 72 2 6 7 149
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 8 14 20 117
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 4 11 13 72
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 30 0 5 11 40
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 1 2 2 140
Price Limits and Stock Market Volatility in China 0 0 0 97 0 13 13 250
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 0 1 213 2 11 23 875
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 0 113 1 7 10 396
Total Working Papers 0 1 5 732 20 76 109 2,422

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 0 3 5 554
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 0 8 23 1,262
Conditional correlated jump dynamics in foreign exchange 0 0 0 78 1 5 7 171
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 69 2 5 7 212
Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women 0 0 0 1 0 3 5 14
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 5 9 88
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 0 6 2 9 10 39
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 1 1 4 38 1 6 18 194
Invariance, price indices and estimation in almost ideal demand systems 0 0 1 204 0 7 11 780
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 5 0 4 5 37
Long-range dependence in the international diamond market 0 0 1 23 0 4 6 101
Occupational Labour Demand and the Sources of Non‐neutral Technical Change* 0 0 0 21 0 5 6 121
Optimal hedge ratios in the presence of common jumps 0 0 0 0 0 4 6 18
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 1 1 5 55 5 10 25 185
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 0 1 216 1 7 9 531
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 0 1 2 76
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 0 0 28 3 5 5 84
Volatility Spillovers Arising from the Financialization of Commodities 1 1 1 7 2 7 7 36
Total Journal Articles 3 3 13 958 17 98 166 4,513

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Statistics updated 2026-03-04