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 2 165 1 1 18 392
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 0 72 0 0 8 150
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 0 27 0 2 30 131
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 0 0 15 76
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 0 30 0 1 12 44
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 1 4 142
Price Limits and Stock Market Volatility in China 0 0 0 97 0 0 20 257
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 0 0 213 1 1 21 878
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 0 113 1 1 17 403
Total Working Papers 0 0 2 733 3 7 145 2,473

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 0 8 558
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 0 3 26 1,269
Conditional correlated jump dynamics in foreign exchange 0 0 0 78 0 1 11 176
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 69 1 1 9 215
Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women 0 0 0 1 1 1 6 16
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 0 2 17 98
Forecasting volatility: Roles of sampling frequency and forecasting horizon 0 0 0 4 0 0 3 13
From Fixed to Float: A Competing Risks Analysis 0 0 0 6 0 0 13 42
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 0 0 2 38 0 0 22 205
Invariance, price indices and estimation in almost ideal demand systems 0 0 0 204 0 1 12 783
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 5 0 2 8 40
Long-range dependence in the international diamond market 0 0 0 23 0 1 10 107
Occupational Labour Demand and the Sources of Non‐neutral Technical Change* 0 0 0 21 1 1 6 122
Optimal hedge ratios in the presence of common jumps 0 0 0 0 0 0 7 20
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 0 0 4 55 0 2 29 194
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 0 1 216 0 2 14 537
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 0 1 4 78
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 0 0 28 0 1 11 90
Volatility Spillovers Arising from the Financialization of Commodities 0 0 1 7 0 1 10 39
Total Journal Articles 0 0 8 958 3 20 226 4,602

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Statistics updated 2026-09-10