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 2 163 2 4 7 378
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 0 72 1 2 3 144
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 3 5 9 106
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 2 2 4 63
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 1 30 1 2 7 36
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 7 7 7 244
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 0 1 213 6 13 18 870
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 0 113 2 5 5 391
Total Working Papers 0 0 5 731 24 40 61 2,370

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 4 552
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 5 16 20 1,259
Conditional correlated jump dynamics in foreign exchange 0 0 0 78 3 3 6 169
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 69 1 2 3 208
Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women 0 0 0 1 1 2 3 12
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 1 3 5 84
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 3 3 32
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 0 1 3 37 1 4 18 189
Invariance, price indices and estimation in almost ideal demand systems 0 0 1 204 2 3 6 775
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 5 1 2 2 34
Long-range dependence in the international diamond market 0 0 1 23 2 2 4 99
Occupational Labour Demand and the Sources of Non‐neutral Technical Change* 0 0 0 21 1 1 2 117
Optimal hedge ratios in the presence of common jumps 0 0 0 0 1 2 3 15
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 0 3 4 54 3 12 19 178
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 1 1 216 2 3 6 526
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 0 1 1 75
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 0 0 28 1 1 1 80
Volatility Spillovers Arising from the Financialization of Commodities 0 0 0 6 2 2 2 31
Total Journal Articles 0 5 10 955 30 63 108 4,445

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Statistics updated 2026-01-09