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 0 45 0 1 14 200
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis 0 0 1 23 0 0 8 143
Asymmetry and long-memory volatility: Some empirical evidence using GARCH 0 0 0 13 1 1 7 51
Estimating the Hurst parameter in financial time series via heuristic approaches 0 1 2 27 4 5 14 156
Heavy-tailed value-at-risk analysis for Malaysian stock exchange 0 0 1 12 0 2 11 51
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility 0 0 0 14 3 4 13 105
Modeling and forecasting crude oil markets using ARCH-type models 0 1 1 180 6 9 18 495
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices 0 0 0 8 1 1 6 42
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 6 25 85
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model 0 0 0 7 1 1 7 44
Total Journal Articles 0 2 5 349 16 30 128 1,439
3 registered items for which data could not be found
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Statistics updated 2026-05-06