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Publications

by members of

Universiti Tunku Abdul Rahman → Faculty of Business and Finance → Centre for Economic Studies

Tunku Abdul Rahman University

These are publications listed in RePEc written by members of the above institution who are registered with the RePEc Author Service. Thus this compiles the works all those currently affiliated with this institution, not those affilated at the time of publication. List of registered members. Register yourself. Citation analysis. This page is updated in the first days of each month.
| Journal articles |

Journal articles

2024

  1. Nor Azliana Aridi & Tan Siow Hooi & Chin Wen Cheong, 2024, "A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis," Cogent Economics & Finance, Taylor & Francis Journals, volume 12, issue 1, pages 2377495-237, December, DOI: 10.1080/23322039.2024.2377495.

2018

  1. Wen Cheong Chin & Min Cherng Lee, 2018, "S&P500 volatility analysis using high-frequency multipower variation volatility proxies," Empirical Economics, Springer, volume 54, issue 3, pages 1297-1318, May, DOI: 10.1007/s00181-017-1345-z.

2017

  1. Sew Lai Ng & Wen Cheong Chin & Lee Lee Chong, 2017, "Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices," Borsa Istanbul Review, Research and Business Development Department, Borsa Istanbul, volume 17, issue 1, pages 49-61, March.

2016

  1. Shankaran Nambiar & Arunnan Balasubramaniam, 2016, "Does ASEAN–India Trade Stimulate Income? A Cointegration Analysis Using the ARDL Approach," South Asia Economic Journal, Institute of Policy Studies of Sri Lanka, volume 17, issue 2, pages 295-314, September, DOI: 10.1177/1391561416657469.
  2. Chin Wen CHEONG & Lee Min CHERNG & Grace Lee Ching YAP, 2016, "Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility," Journal for Economic Forecasting, Institute for Economic Forecasting, volume 0, issue 4, pages 50-64, December.
  3. Thurai Murugan Nathan, Venus Khim-Sen Liew, Wing-Keung Wong & Venus Khim-Sen Liew & Wing-Keung Wong, 2016, "Disaggregated Energy Consumption and Sectoral Outputs in Thailand: ARDL Bound Testing Approach," Journal of Management Sciences, Geist Science, Iqra University, Faculty of Business Administration, volume 3, issue 1, pages 39-51, March.

2013

  1. Thurai Murugan Nathan & Venus Khim-Sen Liew, 2013, "Does Electricity Consumption have Significant Impact towards the Sectoral Growth of Cambodia? Evidence from Wald Test Causality Relationship," Journal of Empirical Economics, Research Academy of Social Sciences, volume 1, issue 2, pages 59-66.

2012

  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, volume 10, issue 1, pages 70-84, January.
  2. Venus khim-sen Liew & Thurai murugan Nathan & Wing-keung Wong, 2012, "Are Sectoral Outputs in Pakistan Led by Energy Consumption?," Economics Bulletin, AccessEcon, volume 32, issue 3, pages 2326-2331.

2010

  1. Chin Wen Cheong, 2010, "A Variance Ratio Test of Random Walk in Energy Spot Markets," Journal of Quantitative Economics, The Indian Econometric Society, volume 8, issue 1, pages 105-117, January.
  2. Chin Wen Cheong, 2010, "Optimal choice of sample fraction in univariate financial tail index estimation," Journal of Applied Statistics, Taylor & Francis Journals, volume 37, issue 12, pages 2043-2056, DOI: 10.1080/02664760903214403.
  3. Chin Wen Cheong, 2010, "Estimating the Hurst parameter in financial time series via heuristic approaches," Journal of Applied Statistics, Taylor & Francis Journals, volume 37, issue 2, pages 201-214, DOI: 10.1080/02664760802582280.

2009

  1. Cheong, Chin Wen, 2009, "Modeling and forecasting crude oil markets using ARCH-type models," Energy Policy, Elsevier, volume 37, issue 6, pages 2346-2355, June.

2008

  1. Chin, Wen Cheong, 2008, "Heavy-tailed value-at-risk analysis for Malaysian stock exchange," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 387, issue 16, pages 4285-4298, DOI: 10.1016/j.physa.2008.01.075.
  2. 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, volume 387, issue 4, pages 889-898, DOI: 10.1016/j.physa.2007.10.025.

2007

  1. 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, volume 373, issue C, pages 651-664, DOI: 10.1016/j.physa.2006.05.050.
  2. 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 & Francis Journals, volume 3, issue 2, pages 121-127, DOI: 10.1080/17446540600883186.
  3. Chin Wen Cheong & Zaidi Isa & Abu Hassan Shaari Mohd Nor, 2007, "Modelling financial observable-volatility using long memory models," Applied Financial Economics Letters, Taylor & Francis Journals, volume 3, issue 3, pages 201-208, DOI: 10.1080/17446540601018949.

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