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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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The economic value of using realized volatility in forecasting future implied volatility
Chan, Wing Hong; Jha, Ranjini; Kalimipalli, Madhu - In: The journal of financial research 32 (2009) 3, pp. 231-259
Persistent link: https://www.econbiz.de/10003966444
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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
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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
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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