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A variance ratio test of random walk in energy spot markets
Chin, Wen Cheong - In: Journal of quantitative economics : official journal of … 8 (2010) 1, pp. 105-117
Persistent link: https://www.econbiz.de/10009521919
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Long-memory dynamic power volatility and market risk evaluation of Brent crude oil markets
Chin, Wen Cheong - In: The Journal of energy and development 36 (2010/11) 1/2, pp. 243-272
Persistent link: https://www.econbiz.de/10009666074
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The impact of structural break to permanent and transitory components of Malaysian stock market
Chin, Wen Cheong; Isa, Zaidi; Abu Hassan Shaari Mohd Nor - In: Journal of quantitative economics : official journal of … 5 (2007) 2, pp. 83-94
Persistent link: https://www.econbiz.de/10003789602
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Market risks in spot markets of crude oil and products : a long memory value-at-risk approach
Chin, Wen Cheong - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 34 (2010) 2, pp. 19-38
Persistent link: https://www.econbiz.de/10008842376
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An empirical study of realized and long-memory GARCH standardized stock-return
Chin, Wen Cheong; Abu Hassan Shaari Mohd Nor; Isa, Zaidi - In: Applied financial economics letters 3 (2007) 2, pp. 121-127
Persistent link: https://www.econbiz.de/10003540293
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Modelling financial observable-volatility using long memory models
Chin, Wen Cheong; Isa, Zaidi; Abu Hassan Shaari Mohd Nor - In: Applied financial economics letters 3 (2007) 3, pp. 201-208
Persistent link: https://www.econbiz.de/10003540384
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Forecasting stock exchange in the presence of long memory and occasional structural changes
Chin, Wen Cheong; Zaidi Bin Isa; Abu Hassan Shaari Mohd Nor - In: Journal of quantitative economics : official journal of … 7 (2009) 1, pp. 48-59
Persistent link: https://www.econbiz.de/10009153694
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The Hurst parameter evaluations of Asian financial equity markets
Chin, Wen Cheong; Ng Sew Lai; Nurul Afidah Mohmad Yusof; … - In: The empirical economics letters : a monthly … 11 (2012) 3, pp. 257-264
Persistent link: https://www.econbiz.de/10009758217
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Asymmetric fractionally integrated volatility modelling of Asian equity markets under the subprime mortgage crisis
Chin, Wen Cheong; Ng Sew Lai; Nurul Afidah Mohmad Yusof; … - In: Journal of quantitative economics : official journal of … 10 (2012) 1, pp. 70-84
Persistent link: https://www.econbiz.de/10010338429
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Crude oil market risk evaluations under the presence of the COVID-19 pandemic
Loh Yan Bin; Chong Kinnam; Chin, Wen Cheong; Min, Lim - In: The Journal of energy and development 47 (2021/2022) 1/2, pp. 155-176
Persistent link: https://www.econbiz.de/10013554013