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 1 39 0 4 8 174
An empirical study of realized and long-memory GARCH standardized stock-return 0 0 0 35 0 0 4 119
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis 0 0 0 22 0 3 6 120
Asymmetry and long-memory volatility: Some empirical evidence using GARCH 1 1 1 9 1 2 2 33
Estimating the Hurst parameter in financial time series via heuristic approaches 0 1 1 21 0 1 3 130
Heavy-tailed value-at-risk analysis for Malaysian stock exchange 0 0 0 9 0 0 1 34
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility 1 2 3 12 1 2 10 67
Modeling and forecasting crude oil markets using ARCH-type models 0 4 12 156 2 7 25 421
Modelling financial observable-volatility using long memory models 0 0 0 11 0 0 4 79
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices 0 0 1 2 2 3 7 23
Optimal choice of sample fraction in univariate financial tail index estimation 0 0 0 10 0 0 2 61
S&P500 volatility analysis using high-frequency multipower variation volatility proxies 0 0 0 5 0 0 8 40
Statistical Evaluation of Market Barometer in Malaysian Stock Market 0 0 0 0 0 0 0 199
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model 0 0 0 6 0 0 2 33
Total Journal Articles 2 8 19 337 6 22 82 1,533


Statistics updated 2021-01-03