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Details about Wing Hong Chan

E-mail:
Homepage:http://www.wlu.ca/~wwwsbe/faculty/wchan
Phone:(519) 884-0710 ext 2773
Postal address:School of Business & Economics Wilfrid Laurier University Waterloo, Ontario N2L 3C5, Canada
Workplace:Department of Economics, School of Business and Economics, Wilfrid Laurier University, (more information at EDIRC)

Access statistics for papers by Wing Hong Chan.

Last updated 2016-02-29. Update your information in the RePEc Author Service.

Short-id: pch102


Jump to Journal Articles

Working Papers

2014

  1. From Fixed to Float: A Competing Risks Analysis
    MPRA Paper, University Library of Munich, Germany Downloads
  2. PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES
    LCERPA Working Papers, Laurier Centre for Economic Research and Policy Analysis
  3. Price Limits and Stock Market Volatility in China
    MPRA Paper, University Library of Munich, Germany Downloads

2010

  1. Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?
    Working Papers, Hong Kong Institute for Monetary Research Downloads

2009

  1. A New Look at Copper Markets: A Regime-Switching Jump Model
    Working Papers, University of Alberta, Department of Economics Downloads View citations (3)

2005

  1. The Impact of Oil and Natural Gas Facilities on Rural Residential Property
    Working Papers, Wilfrid Laurier University, Department of Economics Downloads View citations (17)
  2. University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods
    Working Papers, Wilfrid Laurier University, Department of Economics Downloads View citations (2)

Journal Articles

2012

  1. Long-range dependence in the international diamond market
    Economics Letters, 2012, 116, (3), 401-403 Downloads View citations (2)
  2. Time‐varying jump risk premia in stock index futures returns
    Journal of Futures Markets, 2012, 32, (7), 639-659 View citations (3)

2009

  1. THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY
    Journal of Financial Research, 2009, 32, (3), 231-259 Downloads View citations (5)

2008

  1. Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps
    Studies in Nonlinear Dynamics & Econometrics, 2008, 12, (2), 1-25 Downloads View citations (5)

2006

  1. Jumping hedges: An examination of movements in copper spot and futures markets
    Journal of Futures Markets, 2006, 26, (2), 169-188 Downloads View citations (22)
  2. Occupational Labour Demand and the Sources of Non-neutral Technical Change
    Oxford Bulletin of Economics and Statistics, 2006, 68, (1), 23-43 Downloads
  3. University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods
    Education Economics, 2006, 14, (1), 1-30 Downloads View citations (27)

2005

  1. 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 Downloads View citations (43)

2004

  1. Conditional correlated jump dynamics in foreign exchange
    Economics Letters, 2004, 83, (1), 23-28 Downloads View citations (8)

2003

  1. A correlated bivariate Poisson jump model for foreign exchange
    Empirical Economics, 2003, 28, (4), 669-685 Downloads View citations (13)

2002

  1. Conditional Jump Dynamics in Stock Market Returns
    Journal of Business & Economic Statistics, 2002, 20, (3), 377-89 View citations (98)

2000

  1. Invariance, price indices and estimation in almost ideal demand systems
    Empirical Economics, 2000, 25, (3), 519-539 Downloads View citations (13)
 
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