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Wing Chan

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
http://www.wlu.ca/~wwwsbe/faculty/wchan
School of Business & Economics Wilfrid Laurier University Waterloo, Ontario N2L 3C5, Canada
(519) 884-0710 ext 2773
Waterloo, Canada
http://www.wlu.ca/homepage.php?grp_id=491

: (519) 884-0710 ext 2056
(519) 884-0201
75 University Ave. West, Waterloo, Ontario, N2L 3C5
RePEc:edi:sbwluca (more details at EDIRC)
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  1. Chong, Terence Tai Leung & He, Qing & Chan, Wing Hong, 2014. "From Fixed to Float: A Competing Risks Analysis," MPRA Paper 60824, 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. 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.
  4. 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.
  5. 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.
  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.
  7. 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.
  1. 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.
  2. 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.
  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. Wing H. Chan & Denise Young, 2006. "Jumping hedges: An examination of movements in copper spot and futures markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 26(2), pages 169-188, 02.
  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. 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.
  8. 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.
  9. Chan, Wing H., 2004. "Conditional correlated jump dynamics in foreign exchange," Economics Letters, Elsevier, vol. 83(1), pages 23-28, April.
  10. Wing H. Chan, 2003. "A correlated bivariate Poisson jump model for foreign exchange," Empirical Economics, Springer, vol. 28(4), pages 669-685, November.
  11. 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.
  12. 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 is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 4 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-FMK: Financial Markets (2) 2010-10-09 2014-03-15. Author is listed
  2. NEP-ECM: Econometrics (1) 2009-03-22. 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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