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Conditional correlated jump dy...
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Chan, Wing Hong
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34
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7
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7
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5
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7
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ECONIS (ZBW)
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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
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/10009513632
Saved in:
3
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:
4
Do derivative markets contain useful information for signaling “hot money” flows?
Fung, Joseph K. W.
;
Webb, Robert I.
;
Chan, Wing Hong
-
2010
Persistent link: https://www.econbiz.de/10003975284
Saved in:
5
Forecasting volatility : roles of sampling frequency and forecasting horizon
Chan, Wing Hong
;
Cheng, Xin
;
Fung, Joseph K. W.
- In:
The journal of futures markets
30
(
2010
)
12
,
pp. 1167-1191
Persistent link: https://www.econbiz.de/10008901291
Saved in:
6
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
Saved in:
7
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
Saved in:
8
Long-range dependence in the international diamond market
Chong, Terence Tai-Leung
;
Lu, Chenxi
;
Chan, Wing Hong
- In:
Economics letters
116
(
2012
)
3
,
pp. 401-403
Persistent link: https://www.econbiz.de/10009674318
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9
The impact of oil and natural gas facilities on rural residential property
Boxall, Peter C.
(
contributor
);
Chan, Wing Hong
(
contributor
)
-
2005
-
Rev. May 24/05
Persistent link: https://www.econbiz.de/10003735103
Saved in:
10
University efficiency : a comparison of results from stochastic and non-stochastic methods
McMillan, Melville L.
(
contributor
); …
-
2003
-
Rev. Jun 22/05
Persistent link: https://www.econbiz.de/10003735496
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