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Wing Chan

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This is information that was supplied by Wing Chan in registering through RePEc. If you are Wing Chan , you may change this information at the RePEc Author Service. Or if you are not registered and would like to be listed as well, register at the RePEc Author Service. When you register or update your RePEc registration, you may identify the papers and articles you have authored.

Personal Details

First Name: Wing
Middle Name:
Last Name: Chan
Suffix:

RePEc Short-ID: pch102

Email:
Homepage: http://www.wlu.ca/~wwwsbe/faculty/wchan
Postal Address: School of Business & Economics Wilfrid Laurier University Waterloo, Ontario N2L 3C5, Canada
Phone: (519) 884-0710 ext 2773

Affiliation

Department of Economics
School of Business and Economics
Wilfrid Laurier University
Location: Waterloo, Canada
Homepage: http://www.wlu.ca/homepage.php?grp_id=491
Email:
Phone: (519) 884-0710 ext 2056
Fax: (519) 884-0201
Postal: 75 University Ave. West, Waterloo, Ontario, N2L 3C5
Handle: RePEc:edi:sbwluca (more details at EDIRC)

Works

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Working papers

  1. Wang, Dingyan & Chong, Terence Tai-Leung & Chan, Wing Hong, 2014. "Price Limits and Stock Market Volatility in China," MPRA Paper 54146, University Library of Munich, Germany.
  2. Wing Chan, Derek Wang, Terence Chong, 2014. "Price Limit And Stock Volatility In China During Financial Crises," LCERPA Working Papers wm0069, Laurier Centre for Economic Research and Policy Analysis.
  3. Joseph K. W. Fung & Robert I. Webb & Wing H. Chan, 2010. "Do Derivative Markets Contain Useful Information for Signaling "Hot Money" Flows?," Working Papers 122010, Hong Kong Institute for Monetary Research.
  4. Chan, Wing Hong & Young, Denise, 2009. "A New Look at Copper Markets: A Regime-Switching Jump Model," Working Papers 2009-13, University of Alberta, Department of Economics.
  5. Peter C. Boxall, Wing H. Chan, and Melville L. McMillan, 2005. "The Impact of Oil and Natural Gas Facilities on Rural Residential Property," Working Papers eg0039, Wilfrid Laurier University, Department of Economics, revised 2005.
  6. M.L. McMillan, W. Chan, 2005. "University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods," Working Papers eg0040, Wilfrid Laurier University, Department of Economics, revised 2005.

Articles

  1. Chong, Terence T.L. & Lu, Chenxi & Chan, Wing Hong, 2012. "Long-range dependence in the international diamond market," Economics Letters, Elsevier, vol. 116(3), pages 401-403.
  2. Wing Hong Chan & Liling Feng, 2012. "Time‐varying jump risk premia in stock index futures returns," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 32(7), pages 639-659, 07.
  3. Wing Hong Chan & Ranjini Jha & Madhu Kalimipalli, 2009. "The Economic Value Of Using Realized Volatility In Forecasting Future Implied Volatility," Journal of Financial Research, Southern Finance Association & Southwestern Finance Association, vol. 32(3), pages 231-259.
  4. Chan Wing Hong, 2008. "Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, vol. 12(2), pages 1-25, May.
  5. Melville McMillan & Wing Chan, 2006. "University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods," Education Economics, Taylor & Francis Journals, vol. 14(1), pages 1-30.
  6. Wing H. Chan & Daniel P. Rich, 2006. "Occupational Labour Demand and the Sources of Non-neutral Technical Change," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 68(1), pages 23-43, 02.
  7. Boxall, Peter C. & Chan, Wing H. & McMillan, Melville L., 2005. "The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis," Resource and Energy Economics, Elsevier, vol. 27(3), pages 248-269, October.
  8. Chan, Wing H., 2004. "Conditional correlated jump dynamics in foreign exchange," Economics Letters, Elsevier, vol. 83(1), pages 23-28, April.
  9. Wing H. Chan, 2003. "A correlated bivariate Poisson jump model for foreign exchange," Empirical Economics, Springer, vol. 28(4), pages 669-685, November.
  10. Chan, Wing H & Maheu, John M, 2002. "Conditional Jump Dynamics in Stock Market Returns," Journal of Business & Economic Statistics, American Statistical Association, vol. 20(3), pages 377-89, July.
  11. Adolf Buse & Wing H Chan, 2000. "Invariance, price indices and estimation in almost ideal demand systems," Empirical Economics, Springer, vol. 25(3), pages 519-539.

NEP Fields

3 papers by this author were announced in NEP, and specifically in the following field reports (number of papers):
  1. NEP-ECM: Econometrics (1) 2009-03-22. Author is listed
  2. NEP-FMK: Financial Markets (2) 2010-10-09 2014-03-15. Author is listed
  3. NEP-IFN: International Finance (1) 2010-10-09. Author is listed
  4. NEP-MON: Monetary Economics (1) 2010-10-09. Author is listed
  5. NEP-TRA: Transition Economics (1) 2014-03-15. Author is listed

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