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 1 1 3 165 8 10 18 391
Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows? 0 0 0 72 1 3 8 150
Factor Pricing in Commodity Futures and the Role of Liquidity 0 0 1 27 6 18 29 127
From Fixed to Float: A Competing Risks Analysis 0 0 0 16 2 7 15 75
Long Range Dependence and Structural Breaks in the Gold Markets 0 0 0 30 2 2 12 42
PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES 0 0 0 0 0 2 3 141
Price Limits and Stock Market Volatility in China 0 0 0 97 6 6 19 256
The Impact of Oil and Natural Gas Facilities on Rural Residential Property 0 0 1 213 1 4 24 877
University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods 0 0 0 113 3 5 14 400
Total Working Papers 1 1 5 733 29 57 142 2,459

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 4 4 9 558
Conditional Jump Dynamics in Stock Market Returns 0 0 0 0 2 4 24 1,266
Conditional correlated jump dynamics in foreign exchange 0 0 0 78 4 5 11 175
Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps 0 0 0 69 2 4 9 214
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 15
Factor pricing in commodity futures and the role of liquidity 0 0 0 12 3 4 13 92
Forecasting volatility: Roles of sampling frequency and forecasting horizon 0 0 0 4 3 3 3 13
From Fixed to Float: A Competing Risks Analysis 0 0 0 6 2 4 12 41
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin 0 1 2 38 2 10 24 203
Invariance, price indices and estimation in almost ideal demand systems 0 0 0 204 1 1 11 781
Jumping hedges: An examination of movements in copper spot and futures markets 0 0 0 5 1 1 6 38
Long-range dependence in the international diamond market 0 0 1 23 3 4 9 105
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 2 2 8 20
THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY 0 1 5 55 4 11 30 191
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis 0 0 1 216 1 4 12 534
Time‐varying jump risk premia in stock index futures returns 0 0 0 0 1 1 3 77
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods 0 0 0 28 3 7 9 88
Volatility Spillovers Arising from the Financialization of Commodities 0 1 1 7 1 4 9 38
Total Journal Articles 0 3 10 958 40 74 213 4,570

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Statistics updated 2026-05-06