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 7 11 14 199
Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis 0 0 1 23 4 4 9 143
Asymmetry and long-memory volatility: Some empirical evidence using GARCH 0 0 0 13 4 6 7 50
Estimating the Hurst parameter in financial time series via heuristic approaches 0 0 1 26 6 7 10 151
Heavy-tailed value-at-risk analysis for Malaysian stock exchange 0 0 1 12 4 6 9 49
Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility 0 0 0 14 6 8 9 101
Modeling and forecasting crude oil markets using ARCH-type models 0 0 2 179 3 6 15 486
Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices 0 0 0 8 4 5 5 41
Optimal choice of sample fraction in univariate financial tail index estimation 0 0 0 11 3 4 5 67
S&P500 volatility analysis using high-frequency multipower variation volatility proxies 0 0 0 9 12 16 19 79
Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model 0 0 0 7 1 6 6 43
Total Journal Articles 0 0 5 347 54 79 108 1,409
3 registered items for which data could not be found


Statistics updated 2026-02-12