Access Statistics for Chin Wen Cheong

Author contact details at EconPapers.

Journal Article	File Downloads				Abstract Views
Journal Article	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	1	45	1	3	5	189
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis	0	1	1	23	0	2	5	139
Asymmetry and long-memory volatility: Some empirical evidence using GARCH	0	0	0	13	1	1	3	45
Estimating the Hurst parameter in financial time series via heuristic approaches	0	0	4	26	0	1	8	144
Heavy-tailed value-at-risk analysis for Malaysian stock exchange	0	0	1	12	1	3	4	44
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility	0	0	0	14	1	2	2	94
Modeling and forecasting crude oil markets using ARCH-type models	0	0	2	179	2	4	12	482
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices	0	0	0	8	1	1	1	37
Optimal choice of sample fraction in univariate financial tail index estimation	0	0	0	11	1	2	2	64
S&P500 volatility analysis using high-frequency multipower variation volatility proxies	0	0	0	9	2	3	5	65
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model	0	0	0	7	2	2	2	39
Total Journal Articles	0	1	9	347	12	24	49	1,342

3 registered items for which data could not be found

Authors with papers registered in the RePEc Author Service.

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Statistics updated 2025-12-06