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ARCH model
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Chan, Wing Hong
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The journal of futures markets
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1
Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
Saved in:
2
Jumping hedges : an examination of movements in copper spot and futures markets
Chan, Wing Hong
;
Young, Denise
- In:
The journal of futures markets
26
(
2006
)
2
,
pp. 169-188
Persistent link: https://www.econbiz.de/10003303876
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3
A new look at copper markets : a regime-switching jump model
Chan, Wing Hong
(
contributor
);
Young, Denise
(
contributor
)
-
2009
Persistent link: https://www.econbiz.de/10003816536
Saved in:
4
Identifying the common jump component in foreign exchange returns
Chan, Wing Hong
-
2004
Persistent link: https://www.econbiz.de/10002415238
Saved in:
5
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
Saved in:
6
A correlated bivariate poisson jump model for foreign exchange
Chan, Wing Hong
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 669-685
Persistent link: https://www.econbiz.de/10001798156
Saved in:
7
Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong
- In:
Economics letters
83
(
2004
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
Saved in:
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