Access Statistics for CHEONG Wen Chin

Author contact details at EconPapers.

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Variance Ratio Test of Random Walk in Energy Spot Markets 0 0 0 45 0 0 14 200
A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis 0 0 0 2 0 0 15 23
An empirical study of realized and long-memory GARCH standardized stock-return 0 0 0 0 0 1 5 5
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis 0 0 1 23 0 0 7 144
Asymmetry and long-memory volatility: Some empirical evidence using GARCH 0 0 0 13 0 0 8 52
Estimating the Hurst parameter in financial time series via heuristic approaches 0 0 1 27 1 2 15 158
Heavy-tailed value-at-risk analysis for Malaysian stock exchange 0 0 0 12 1 1 11 52
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility 0 0 0 14 1 1 14 106
Modeling and forecasting crude oil markets using ARCH-type models 0 0 2 181 1 2 21 499
Modelling financial observable-volatility using long memory models 0 0 0 1 0 1 5 6
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices 0 0 0 8 0 1 9 45
Optimal choice of sample fraction in univariate financial tail index estimation 0 0 0 11 0 0 5 67
S&P500 volatility analysis using high-frequency multipower variation volatility proxies 0 0 0 9 0 0 23 85
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model 0 0 0 7 0 0 7 44
Total Journal Articles 0 0 4 353 4 9 159 1,486
3 registered items for which data could not be found
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Statistics updated 2026-09-10