Details about Wing Hong Chan
Access statistics for papers by Wing Hong Chan.
Last updated 2019-07-17. Update your information in the RePEc Author Service.
Short-id: pch102
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Working Papers
2017
- Factor Pricing in Commodity Futures and the Role of Liquidity
MPRA Paper, University Library of Munich, Germany View citations (2)
See also Journal Article Factor pricing in commodity futures and the role of liquidity, Quantitative Finance, Taylor & Francis Journals (2017) View citations (2) (2017)
2016
- Long Range Dependence and Structural Breaks in the Gold Markets
MPRA Paper, University Library of Munich, Germany
2014
- From Fixed to Float: A Competing Risks Analysis
MPRA Paper, University Library of Munich, Germany
See also Journal Article From Fixed to Float: A Competing Risks Analysis, International Economic Journal, Taylor & Francis Journals (2016) View citations (2) (2016)
- PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES
LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
- Price Limits and Stock Market Volatility in China
MPRA Paper, University Library of Munich, Germany View citations (3)
2010
- Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?
Working Papers, Hong Kong Institute for Monetary Research
2009
- A New Look at Copper Markets: A Regime-Switching Jump Model
Working Papers, University of Alberta, Department of Economics View citations (3)
2005
- The Impact of Oil and Natural Gas Facilities on Rural Residential Property
Working Papers, Wilfrid Laurier University, Department of Economics View citations (77)
- University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods
Working Papers, Wilfrid Laurier University, Department of Economics View citations (3)
Journal Articles
2019
- Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin
The Quarterly Review of Economics and Finance, 2019, 71, (C), 107-113 View citations (50)
2018
- Volatility Spillovers Arising from the Financialization of Commodities
JRFM, 2018, 11, (4), 1-12 View citations (4)
2017
- Factor pricing in commodity futures and the role of liquidity
Quantitative Finance, 2017, 17, (11), 1745-1757 View citations (2)
See also Working Paper Factor Pricing in Commodity Futures and the Role of Liquidity, MPRA Paper (2017) View citations (2) (2017)
2016
- From Fixed to Float: A Competing Risks Analysis
International Economic Journal, 2016, 30, (4), 488-503 View citations (2)
See also Working Paper From Fixed to Float: A Competing Risks Analysis, MPRA Paper (2014) (2014)
2012
- Long-range dependence in the international diamond market
Economics Letters, 2012, 116, (3), 401-403 View citations (4)
- Time‐varying jump risk premia in stock index futures returns
Journal of Futures Markets, 2012, 32, (7), 639-659 View citations (7)
2010
- Forecasting volatility: Roles of sampling frequency and forecasting horizon
Journal of Futures Markets, 2010, 30, (12), 1167-1191
- Optimal hedge ratios in the presence of common jumps
Journal of Futures Markets, 2010, 30, (8), 801-807 View citations (1)
2009
- Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women
American Journal of Public Health, 2009, 99, (5), 936-943 View citations (2)
- THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY
Journal of Financial Research, 2009, 32, (3), 231-259 View citations (9)
2008
- Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (2), 25 View citations (8)
2006
- Jumping hedges: An examination of movements in copper spot and futures markets
Journal of Futures Markets, 2006, 26, (2), 169-188 View citations (33)
- Occupational Labour Demand and the Sources of Non‐neutral Technical Change*
Oxford Bulletin of Economics and Statistics, 2006, 68, (1), 23-43 View citations (1)
- University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods
Education Economics, 2006, 14, (1), 1-30 View citations (48)
2005
- The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis
Resource and Energy Economics, 2005, 27, (3), 248-269 View citations (79)
2004
- Conditional correlated jump dynamics in foreign exchange
Economics Letters, 2004, 83, (1), 23-28 View citations (16)
2003
- A correlated bivariate Poisson jump model for foreign exchange
Empirical Economics, 2003, 28, (4), 669-685 View citations (21)
2002
- Conditional Jump Dynamics in Stock Market Returns
Journal of Business & Economic Statistics, 2002, 20, (3), 377-89 View citations (172)
2000
- Invariance, price indices and estimation in almost ideal demand systems
Empirical Economics, 2000, 25, (3), 519-539 View citations (17)
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