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 0 1 155 0 0 6 359
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 2 70 1 1 4 134
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 2 24 5 8 25 66
From Fixed to Float: A Competing Risks Analysis 0 0 0 14 1 1 7 54
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 24 1 1 10 18
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 1 4 122
Price Limits and Stock Market Volatility in China 0 0 2 88 3 6 24 167
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 1 2 208 1 5 18 804
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 1 112 1 2 11 374
Total Working Papers 0 1 11 695 13 25 109 2,098


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 1 2 187 1 3 5 532
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 0 1 10 1,093
Conditional correlated jump dynamics in foreign exchange 0 0 1 78 0 0 4 161
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 67 1 4 7 197
Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women 0 0 0 0 0 0 2 3
Factor pricing in commodity futures and the role of liquidity 1 1 4 10 4 10 29 53
Forecasting volatility: Roles of sampling frequency and forecasting horizon 0 0 2 4 1 1 3 7
From Fixed to Float: A Competing Risks Analysis 0 0 0 2 1 3 7 17
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 0 1 3 6 0 7 35 47
Invariance, price indices and estimation in almost ideal demand systems 0 1 1 200 0 2 4 759
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 2 0 1 3 21
Long-range dependence in the international diamond market 0 0 0 20 0 0 1 85
Occupational Labour Demand and the Sources of Non‐neutral Technical Change* 0 0 0 21 0 0 0 109
Optimal hedge ratios in the presence of common jumps 0 0 0 0 1 1 2 8
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 0 0 0 37 0 0 8 131
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 3 8 188 3 8 28 453
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 0 2 4 66
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 2 4 23 0 2 10 64
Volatility Spillovers Arising from the Financialization of Commodities 0 0 0 4 2 4 6 21
Total Journal Articles 1 9 25 849 14 49 168 3,827


Statistics updated 2020-09-04