Wing Hong Chan
Wing Hong Chan
Professor, Dept of Economics, Wilfrid Laurier University
Bestätigte E-Mail-Adresse bei wlu.ca - Startseite
Titel
Zitiert von
Zitiert von
Jahr
Conditional jump dynamics in stock market returns
WH Chan, JM Maheu
Journal of Business & Economic Statistics 20 (3), 377-389, 2002
3932002
The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis
PC Boxall, WH Chan, ML McMillan
Resource and energy economics 27 (3), 248-269, 2005
2272005
University efficiency: A comparison and consolidation of results from stochastic and non‐stochastic methods
ML McMillan, WH Chan
Education economics 14 (1), 1-30, 2006
1742006
University efficiency: A comparison and consolidation of results from stochastic and non‐stochastic methods
ML McMillan, WH Chan
Education economics 14 (1), 1-30, 2006
1742006
Jumping hedges: An examination of movements in copper spot and futures markets
WH Chan, D Young
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2006
812006
Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin
WH Chan, M Le, YW Wu
The Quarterly Review of Economics and Finance 71, 107-113, 2019
532019
A correlated bivariate Poisson jump model for foreign exchange
WH Chan
Empirical Economics 28 (4), 669-685, 2003
482003
Invariance, price indices and estimation in almost ideal demand systems
A Buse, WH Chan
Empirical Economics 25 (3), 519-539, 2000
472000
Conditional correlated jump dynamics in foreign exchange
WH Chan
Economics Letters 83 (1), 23-28, 2004
302004
Dynamic hedging with foreign currency futures in the presence of jumps
WH Chan
Studies in Nonlinear Dynamics & Econometrics 12 (2), 2008
262008
The economic value of using realized volatility in forecasting future implied volatility
WH Chan, R Jha, M Kalimipalli
Journal of Financial Research 32 (3), 231-259, 2009
192009
Weather, inventory and common jump dynamics in natural gas futures and spot markets
WH Chan, GHK Wang, L Yang
Available at SSRN 1537762, 2009
182009
Forecasting volatility: Roles of sampling frequency and forecasting horizon
WH Chan, X Cheng, JKW Fung
Journal of Futures Markets 30 (12), 1167-1191, 2010
162010
Optimal hedge ratios in the presence of common jumps
WH Chan
Journal of Futures Markets: Futures, Options, and Other Derivative Products …, 2010
152010
Long-range dependence in the international diamond market
TTL Chong, C Lu, WH Chan
Economics Letters 116 (3), 401-403, 2012
122012
Extreme news events, long-memory volatility, and time varying risk premia in stock market returns
WH Chan, L Feng
Long-Memory Volatility, and Time Varying Risk Premia in Stock Market Returns …, 2008
92008
Time‐varying jump risk premia in stock index futures returns
WH Chan, L Feng
Journal of Futures Markets 32 (7), 639-659, 2012
82012
Occupational Labour Demand and the Sources of Non‐neutral Technical Change
WH Chan, DP Rich
Oxford Bulletin Of Economics And Statistics 68 (1), 23-43, 2006
82006
The economic value of trading with realized volatility in the S&P 500 index options market
W Chan, R Jha, M Kalimipalli
Working paper, 2006
52006
Volatility spillovers arising from the financialization of commodities
WH Chan, B Shelton, YW Wu
Journal of Risk and Financial Management 11 (4), 72, 2018
42018
Das System kann den Vorgang jetzt nicht ausführen. Versuchen Sie es später erneut.
Artikel 1–20