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 10 14 199
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis 0 0 1 23 0 4 9 143
Asymmetry and long-memory volatility: Some empirical evidence using GARCH 0 0 0 13 0 5 7 50
Estimating the Hurst parameter in financial time series via heuristic approaches 1 1 2 27 1 8 10 152
Heavy-tailed value-at-risk analysis for Malaysian stock exchange 0 0 1 12 0 5 9 49
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility 0 0 0 14 1 8 10 102
Modeling and forecasting crude oil markets using ARCH-type models 0 0 1 179 0 4 13 486
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices 0 0 0 8 0 4 5 41
Optimal choice of sample fraction in univariate financial tail index estimation 0 0 0 11 0 3 5 67
S&P500 volatility analysis using high-frequency multipower variation volatility proxies 0 0 0 9 4 18 23 83
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model 0 0 0 7 0 4 6 43
Total Journal Articles 1 1 5 348 6 73 111 1,415
3 registered items for which data could not be found
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