Access Statistics for Chin Wen Cheong

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 4 44 0 0 6 184
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis 0 0 0 22 0 2 2 134
Asymmetry and long-memory volatility: Some empirical evidence using GARCH 0 1 3 12 0 1 4 38
Estimating the Hurst parameter in financial time series via heuristic approaches 0 0 0 21 0 0 0 133
Heavy-tailed value-at-risk analysis for Malaysian stock exchange 0 0 1 10 0 0 2 38
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility 0 0 1 14 0 1 5 92
Modeling and forecasting crude oil markets using ARCH-type models 0 2 3 175 1 4 8 465
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices 0 0 1 7 0 0 1 35
Optimal choice of sample fraction in univariate financial tail index estimation 1 1 1 11 1 1 1 62
S&P500 volatility analysis using high-frequency multipower variation volatility proxies 0 0 3 9 0 0 5 60
Statistical Evaluation of Market Barometer in Malaysian Stock Market 0 0 0 0 0 0 0 201
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model 0 0 0 7 0 0 1 37
Total Journal Articles 1 4 17 332 2 9 35 1,479
2 registered items for which data could not be found


Statistics updated 2024-06-06