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 2 165 0 8 17 391
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 0 72 0 1 8 150
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 2 12 31 129
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 1 4 16 76
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 0 30 1 3 13 43
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 1 3 141
Price Limits and Stock Market Volatility in China 0 0 0 97 1 7 20 257
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 0 1 213 0 2 23 877
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 0 113 2 6 16 402
Total Working Papers 0 1 4 733 7 44 147 2,466


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 4 9 558
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 0 4 24 1,266
Conditional correlated jump dynamics in foreign exchange 0 0 0 78 0 4 11 175
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 69 0 2 9 214
Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women 0 0 0 1 0 1 5 15
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 4 8 16 96
Forecasting volatility: Roles of sampling frequency and forecasting horizon 0 0 0 4 0 3 3 13
From Fixed to Float: A Competing Risks Analysis 0 0 0 6 1 3 13 42
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 0 0 2 38 2 11 26 205
Invariance, price indices and estimation in almost ideal demand systems 0 0 0 204 1 2 12 782
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 5 0 1 6 38
Long-range dependence in the international diamond market 0 0 1 23 1 5 10 106
Occupational Labour Demand and the Sources of Non‐neutral Technical Change* 0 0 0 21 0 0 5 121
Optimal hedge ratios in the presence of common jumps 0 0 0 0 0 2 8 20
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 0 0 5 55 1 7 30 192
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 0 1 216 1 4 13 535
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 0 1 3 77
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 0 0 28 1 5 10 89
Volatility Spillovers Arising from the Financialization of Commodities 0 0 1 7 0 2 9 38
Total Journal Articles 0 0 10 958 12 69 222 4,582


Statistics updated 2026-06-04