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Maheu, John M.
16
Chan, Wing H.
8
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5
Chan, Wing Hong
4
Liu, Chun
3
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3
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Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
4
Journal of applied econometrics
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The journal of futures markets
3
Economics letters
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
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Oxford bulletin of economics and statistics
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
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Education economics
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OLC EcoSci
ECONIS (ZBW)
112
RePEc
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EconStor
6
Other ZBW resources
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The 2001 JBES Invited Paper - Conditional Jump Dynamics in Stock Market Returns
Chan, Wing H.
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10008216265
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2
Dynamic hedging with foreign currency futures in the presence of jumps
Chan, Wing Hong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009949921
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3
University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non‐stochastic Methods
Mcmillan, Melville
;
Chan, Wing
- In:
Education economics
14
(
2006
)
1
,
pp. 1-30
Persistent link: https://www.econbiz.de/10007225610
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4
Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 801-808
Persistent link: https://www.econbiz.de/10008424731
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5
Time‐varying jump risk premia in stock index futures returns
Chan, Wing Hong
;
Feng, Liling
- In:
The journal of futures markets
32
(
2012
)
7
,
pp. 639-660
Persistent link: https://www.econbiz.de/10009964827
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6
Long-range dependence in the international diamond market
Chong, Terence T.L.
;
Lu, Chenxi
;
Chan, Wing Hong
- In:
Economics letters
116
(
2012
)
3
,
pp. 401-404
Persistent link: https://www.econbiz.de/10010000170
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7
A correlated bivariate Poisson jump model for foreign exchange
Chan, Wing H.
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 669-686
Persistent link: https://www.econbiz.de/10006253150
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8
Occupational Labour Demand and the Sources of Non-neutral Technical Change
Chan, Wing H.
;
Rich, Daniel P.
- In:
Oxford bulletin of economics and statistics
68
(
2006
)
1
,
pp. 23-44
Persistent link: https://www.econbiz.de/10007286306
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9
Jumping hedges: An examination of movements in copper spot and futures markets
Chan, Wing H.
;
Young, Denise
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 169-188
Persistent link: https://www.econbiz.de/10006809444
Saved in:
10
Conditional correlated jump dynamics in foreign exchange
Chan, Wing H.
- In:
Economics letters
83
(
2004
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10006757906
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