Advanced Search
MyIDEAS: Login

Chin Wen Cheong

Contents:

This is information that was supplied by Chin Cheong in registering through RePEc. If you are Chin Wen Cheong , 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: Chin
Middle Name: Wen
Last Name: Cheong
Suffix:

RePEc Short-ID: pch398

Email:
Homepage: http://pesona.mmu.edu.my/~wcchin
Postal Address:
Phone:

Affiliation

University Kebangsaan Malaysia
Homepage: http://www.ukm.my
Location: Malaysia, Bangi

Works

as in new window

Articles

  1. Chin Wen Cheong & Ng Sew Lai & Nurul Afidah Mohmad Yusof & Khor Chia Ying, 2012. "Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis," Journal of Quantitative Economics, The Indian Econometric Society, vol. 10(1), pages 70-84, January.
  2. Chin Wen Cheong, 2010. "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, vol. 8(1), pages 105-117, January.
  3. Chin Wen Cheong, 2010. "Optimal choice of sample fraction in univariate financial tail index estimation," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(12), pages 2043-2056.
  4. Chin Wen Cheong, 2010. "Estimating the Hurst parameter in financial time series via heuristic approaches," Journal of Applied Statistics, Taylor & Francis Journals, vol. 37(2), pages 201-214.
  5. Cheong, Chin Wen, 2009. "Modeling and forecasting crude oil markets using ARCH-type models," Energy Policy, Elsevier, vol. 37(6), pages 2346-2355, June.
  6. Chin, Wen Cheong, 2008. "Heavy-tailed value-at-risk analysis for Malaysian stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(16), pages 4285-4298.
  7. Cheong, Chin Wen, 2008. "Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 387(4), pages 889-898.
  8. Chin Wen Cheong & Zaidi Isa & Abu Hassan Shaari Mohd Nor, 2007. "Modelling financial observable-volatility using long memory models," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(3), pages 201-208.
  9. Chin Wen Cheong & Abu Hassan Shaari Mohd Nor & Zaidi Isa, 2007. "An empirical study of realized and long-memory GARCH standardized stock-return," Applied Financial Economics Letters, Taylor and Francis Journals, vol. 3(2), pages 121-127.
  10. Wen Cheong, Chin & Hassan Shaari Mohd Nor, Abu & Isa, Zaidi, 2007. "Asymmetry and long-memory volatility: Some empirical evidence using GARCH," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 373(C), pages 651-664.
  11. Chin Wen Cheong, 2007. "Statistical Evaluation of Market Barometer in Malaysian Stock Market," The IUP Journal of Financial Economics, IUP Publications, vol. 0(3), pages 7-27, September.

Statistics

Most cited item

Most downloaded item (past 12 months)

Access and download statistics for all items

Corrections

For general information on how to correct material on RePEc, see these instructions.

To update listings or check citations waiting for approval, Chin Cheong should log into the RePEc Author Service

To make corrections to the bibliographic information of a particular item, find the technical contact on the abstract page of that item. There, details are also given on how to add or correct references and citations.

To link different versions of the same work, where versions have a different title, use this form. Note that if the versions have a very similar title and are in the author's profile, the links will usually be created automatically.

Please note that most corrections can take a couple of weeks to filter through the various RePEc services.