Wing Hong Chan : Citation Profile


Are you Wing Hong Chan?

Wilfrid Laurier University

9

H index

9

i10 index

426

Citations

RESEARCH PRODUCTION:

19

Articles

9

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 22
   Journals where Wing Hong Chan has often published
   Relations with other researchers
   Recent citing documents: 64.    Total self citations: 5 (1.16 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch102
   Updated: 2021-11-28    RAS profile: 2019-07-17    
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Relations with other researchers


Works with:

CHONG, Terence Tai Leung (4)

Wu, Yan Wendy (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Wing Hong Chan.

Is cited by:

Gronwald, Marc (23)

Ketterer, Janina (12)

Santucci de Magistris, Paolo (5)

Rossi, Eduardo (5)

Caporin, Massimiliano (5)

Andersen, Torben (5)

lucey, brian (5)

Weber, Jeremy (5)

Bollerslev, Tim (5)

Maheu, John (5)

Batten, Jonathan (4)

Cites to:

Bollerslev, Tim (12)

Andersen, Torben (7)

CHONG, Terence Tai Leung (6)

Reinhart, Carmen (5)

Belke, Ansgar (5)

Diebold, Francis (5)

Crato, Nuno (5)

Maheu, John (4)

Kim, Kenneth (4)

Kolstad, Charles (3)

Wilen, James (3)

Main data


Where Wing Hong Chan has published?


Journals with more than one article published# docs
Journal of Futures Markets4
Economics Letters2
Empirical Economics2

Working Papers Series with more than one paper published# docs
MPRA Paper / University Library of Munich, Germany4
Working Papers / Wilfrid Laurier University, Department of Economics2

Recent works citing Wing Hong Chan (2021 and 2020)


YearTitle of citing document
2020Dynamic Price Jumps: the Performance of High Frequency Tests and Measures, and the Robustness of Inference. (2018). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Papers. RePEc:arx:papers:1708.09520.

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2021A Peek into the Unobservable: Hidden States and Bayesian Inference for the Bitcoin and Ether Price Series. (2019). Piliouras, Georgios ; Leonardos, Stefanos ; Koki, Constandina. In: Papers. RePEc:arx:papers:1909.10957.

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2021Examining the Dynamic Asset Market Linkages under the COVID-19 Global Pandemic. (2021). Noda, Akihiko. In: Papers. RePEc:arx:papers:2109.02933.

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2021THE SURFACE OWNER’S BURDEN: LANDOWNER RIGHTS AND ALBERTA’S OIL AND GAS WELL LIABILITIES CRISIS. (2021). Larson, Braeden ; Goodday, Victoria. In: SPP Research Papers. RePEc:clh:resear:v:14:y:2021:i:16.

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2020Ethereum as a Hedge: The intraday analysis. (2020). Ivanov, Stoyu ; Meshcheryakov, Artem. In: Economics Bulletin. RePEc:ebl:ecbull:eb-19-01010.

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2021The Relationship between Oil Prices and Real Estate Loans and Mortgage Loans in Azerbaijan. (2021). Hajiyev, Natig Gadim-Ogli ; Humbatova, Sugra Ingilab. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-42.

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2021Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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2020Joint dynamic modeling and option pricing in incomplete derivative-security market. (2020). Chen, Jun-Home ; Lian, Yu-Min. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:51:y:2020:i:c:s106294081730325x.

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2020Improving the realized GARCH’s volatility forecast for Bitcoin with jump-robust estimators. (2020). Yang, Jimmy J ; Liu, Hung-Chun ; Hung, Jui-Cheng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:52:y:2020:i:c:s1062940820300620.

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2020The contagion effects of volatility indices across the U.S. and Europe. (2020). Huang, Tze-Chin ; Chiang, Shu-Mei ; Chen, Chun-Da. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301315.

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2020Analysis of proposed 20-year mineral leasing withdrawal in Superior National Forest. (2020). Bradt, Jacob T ; Stock, James H. In: Ecological Economics. RePEc:eee:ecolec:v:174:y:2020:i:c:s0921800919309954.

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2020High-frequency jump tests: Which test should we use?. (2020). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Journal of Econometrics. RePEc:eee:econom:v:219:y:2020:i:2:p:478-487.

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2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

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2020Price and volatility linkages between international REITs and oil markets. (2020). Soytas, Ugur ; GUPTA, RANGAN ; Gormus, Alper ; Nazlioglu, Saban. In: Energy Economics. RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320301195.

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2020Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Nepal, Rabindra ; Naeem, Muhammad Abubakr ; Hussain, Syed Jawad ; Suleman, Mouhammed Tahir ; Peng, Zhe. In: Energy Economics. RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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2020How do Chinas petrochemical markets react to oil price jumps? A comparative analysis of stocks and commodities. (2020). Zhang, Chuanguo ; Shao, Shuai ; Liu, Feng. In: Energy Economics. RePEc:eee:eneeco:v:92:y:2020:i:c:s0140988320303194.

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2020Risk spillover effects from global crude oil market to China’s commodity sectors. (2020). Jiang, Yonghong ; Mo, Bin ; Nie, HE ; Meng, Juan. In: Energy. RePEc:eee:energy:v:202:y:2020:i:c:s0360544220303157.

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2020Research on Chinas financial systemic risk contagion under jump and heavy-tailed risk. (2020). Liu, Xi-Hua ; Gong, Xiao-Li ; Zhang, Wei ; Xiong, Xiong. In: International Review of Financial Analysis. RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302283.

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2021Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Lu, Richard ; Ly, Sel ; Pho, Kim Hung. In: International Review of Financial Analysis. RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

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2021Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis. (2021). Guesmi, Khaled ; ben Khelifa, Soumaya ; Urom, Christian. In: International Review of Financial Analysis. RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001186.

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2020Does the jump risk in the US market matter for Japan and Hong Kong? An investigation on the REIT market. (2020). Wang, Yung-Jang ; Chang, Kuang-Liang ; HE, CHI-WEI . In: Finance Research Letters. RePEc:eee:finlet:v:34:y:2020:i:c:s154461231830761x.

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2020The role of Bitcoin on developed and emerging markets – on the basis of a Bitcoin users graph analysis. (2020). Stroyska-Szajek, Agnieszka ; Mizerka, Jacek. In: Finance Research Letters. RePEc:eee:finlet:v:35:y:2020:i:c:s1544612319307408.

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2021Bitcoin volatility, stock market and investor sentiment. Are they connected?. (2021). Perez-Pico, Ada M ; Lopez-Cabarcos, Angeles M ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309274.

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2021From bottom ten to top ten: The role of cryptocurrencies in enhancing portfolio return of poorly performing stocks. (2021). Matkovskyy, Roman ; Bouraoui, Taoufik ; Dowling, Michael ; Jalan, Akanksha. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612319309894.

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2021Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?. (2021). Ekaputra, Irwan ; Mariana, Christy Dwita ; Husodo, Zaafri Ananto. In: Finance Research Letters. RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316123.

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2021Developing new data envelopment analysis models to evaluate the efficiency in Ontario Universities. (2021). Wardley, Leslie J ; Amin, Saman Hassanzadeh ; Ghimire, Sarad. In: Journal of Informetrics. RePEc:eee:infome:v:15:y:2021:i:3:s1751157721000432.

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2020Efficiency of local public education in a decentralized context. (2020). Melo Becerra, Ligia ; Carmona, Cristian Oswaldo ; Ariza, Dalma Sofia ; Hahn-De, Lucas Wilfried ; Melo-Becerra, Ligia Alba. In: International Journal of Educational Development. RePEc:eee:injoed:v:76:y:2020:i:c:s0738059319307205.

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2020Mexican peso-USD exchange rate: A switching linear dynamical model application. (2020). Torres-Preciado, Victor H ; Velasco-Cruz, Ciro ; Saldaa-Zepeda, Dayna P. In: International Economics. RePEc:eee:inteco:v:162:y:2020:i:c:p:80-91.

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2020A functional time series analysis of forward curves derived from commodity futures. (2020). Wang, Shixuan ; Horvath, Lajos ; Liu, Zhenya ; Rice, Gregory. In: International Journal of Forecasting. RePEc:eee:intfor:v:36:y:2020:i:2:p:646-665.

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2020Assessing the research efficiency of Canadian scholars in the management field: Evidence from the DEA and fsQCA. (2020). Halilem, Norrin ; Rhaiem, Mehdi ; Amara, Nabil. In: Journal of Business Research. RePEc:eee:jbrese:v:115:y:2020:i:c:p:296-306.

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2020The ground for negotiation: Zoning for risk reduction around hazardous plants. (2020). Villeneuve, Bertrand ; Grislain-Letremy, Celine. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:180:y:2020:i:c:p:657-677.

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2021Volatility jumps and their determinants in REIT returns. (2021). Odusami, Babatunde O. In: Journal of Economics and Business. RePEc:eee:jebusi:v:113:y:2021:i:c:s014861951930414x.

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2020Valuing shale gas development in resource-dependent communities. (2020). Stephens, Heather M ; Keeler, Zachary T. In: Resources Policy. RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308539.

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2021Multi-scale comovement of the dynamic correlations between copper futures and spot prices. (2021). Guo, Sui ; Wang, Xinya ; Jia, Xiaoliang ; Gao, Xiangyun ; Sun, Qingru ; Ding, Yinghui ; Yu, Hui. In: Resources Policy. RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309442.

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2021The impacts of oil price shocks and jumps on Chinas nonferrous metal markets. (2021). Tang, Mengying ; Zhang, Chuanguo ; Liu, Feng. In: Resources Policy. RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002397.

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2021Bitcoin versus high-performance technology stocks in diversifying against global stock market indices. (2021). Chan, Stephen ; Chu, Jeffrey ; Zhang, Yuanyuan. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:580:y:2021:i:c:s0378437121004349.

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2021Cojump risks and their impacts on option pricing. (2021). Liao, Szu-Lang ; Chen, Jun-Home ; Lian, Yu-Min. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:79:y:2021:i:c:p:399-410.

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2021On the dynamic equicorrelations in cryptocurrency market. (2021). Golitsis, Petros ; Demiralay, Sercan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:80:y:2021:i:c:p:524-533.

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2020Jumps in the convenience yield of crude oil. (2020). Wilmot, Neil ; Mason, Charles. In: Resource and Energy Economics. RePEc:eee:resene:v:60:y:2020:i:c:s0928765518302744.

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2020The asymmetric spillover effect of the Markov switching mechanism from the futures market to the spot market. (2020). Lee, Chingnun ; Chang, Kuang-Liang. In: International Review of Economics & Finance. RePEc:eee:reveco:v:69:y:2020:i:c:p:374-388.

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2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic. (2020). Corbet, Shaen ; Conlon, Thomas ; McGee, Richard J. In: Research in International Business and Finance. RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531920304438.

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2021Time and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges. (2021). Guo, Yaoqi ; Yang, Cai ; Zhang, Hongwei ; Wang, Peijin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001008.

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2021Bitcoin: A safe haven asset and a winner amid political and economic uncertainties in the US?. (2021). Su, Chi-Wei ; Umar, Muhammad ; Shao, Xue-Feng ; Abbas, Syed Kumail. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:167:y:2021:i:c:s0040162521001128.

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2021How do Artificial Intelligence and Robotics Stocks co-move with traditional and alternative assets in the age of the 4th industrial revolution? Implications and Insights for the COVID-19 period. (2021). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:171:y:2021:i:c:s0040162521004212.

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2020Value of cleaner neighborhoods: Application of hedonic price model in low income context. (2020). Somanathan, E. ; Nepal, Mani ; Khadayat, Madan S ; Rai, Rajesh K. In: World Development. RePEc:eee:wdevel:v:131:y:2020:i:c:s0305750x20300917.

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2021Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). El-Kanj, Nasser ; Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:282-:d:579498.

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2021A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A. In: Journal of Risk and Financial Management. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2021Housing Markets and Resource Sector Fluctuations: A Cross-Border Comparative Analysis. (2021). McGough, Tony ; Berggren, Bjorn ; Connell-Variy, Theodore. In: Sustainability. RePEc:gam:jsusta:v:13:y:2021:i:16:p:8918-:d:611287.

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2021Cryptocurrencies and blockchain. Overview and future perspectives. (2021). Osorio, Paulo Jose ; Corteso, Pedro Manuel ; Osrio, Paulo Jos ; Correia, Helder Miguel. In: International Journal of Economics and Business Research. RePEc:ids:ijecbr:v:21:y:2021:i:3:p:305-342.

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2020Is Mining an Environmental Disamenity? Evidence from Resource Extraction Site Openings. (2020). Rivera, Nathaly. In: Environmental & Resource Economics. RePEc:kap:enreec:v:75:y:2020:i:3:d:10.1007_s10640-019-00397-w.

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2020The effect of ETFs on financial markets: a literature review. (2020). Liebi, Luca J. In: Financial Markets and Portfolio Management. RePEc:kap:fmktpm:v:34:y:2020:i:2:d:10.1007_s11408-020-00349-1.

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2021Modeling Housing Price Dynamics and their Impact on the Cost of no-Negative-Equity-Guarantees for Equity Releasing Products. (2021). Yang, Sharon S ; Huang, Jr-Wei ; Chang, Chuang-Chang. In: The Journal of Real Estate Finance and Economics. RePEc:kap:jrefec:v:63:y:2021:i:2:d:10.1007_s11146-020-09776-3.

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2021Does liquidity drive stock market returns? The role of investor risk aversion. (2021). Choudhry, Taufiq ; Zhang, Qingjing ; Liu, Xiaoquan ; Kuo, Jing-Ming. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:57:y:2021:i:3:d:10.1007_s11156-021-00966-5.

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2020High-Frequency Jump Tests: Which Test Should We Use?. (2020). Forbes, Catherine S ; Martin, Gael M ; Maneesoonthorn, Worapree. In: Monash Econometrics and Business Statistics Working Papers. RePEc:msh:ebswps:2020-3.

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2020A Multivariate GARCH-Jump Mixture Model. (2020). Maheu, John ; Li, Chenxing. In: MPRA Paper. RePEc:pra:mprapa:104770.

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2021Relationships among US S&P500 Stock Index, its Futures and NASDAQ Index Futures with Volatility Spillover and Jump Diffusion: Modeling and Hedging Performance. (2021). Lin, Yu-Cheng ; Liu, Hsiang-Hsi. In: Bulletin of Applied Economics. RePEc:rmk:rmkbae:v:8:y:2021:i:1:p:121-148.

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2020Efficiency Analysis of Turkish Higher Education Institutions: Stochastic Frontier Model. (2020). Karasa, Fatih. In: Sosyoekonomi Journal. RePEc:sos:sosjrn:200216.

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2021Embracing Bitcoin: users’ perceived security and trust. (2021). Goh, Tok Hao ; Ooi, Chai Aun. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:55:y:2021:i:4:d:10.1007_s11135-020-01055-w.

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2021Bitcoin in the economics and finance literature: a survey. (2021). Rohilla, Purnima ; Kayal, Parthajit. In: SN Business & Economics. RePEc:spr:snbeco:v:1:y:2021:i:7:d:10.1007_s43546-021-00090-5.

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2021Hog Barns and Neighboring House Prices: Anticipation and Post?Establishment Impacts. (2021). Lawley, Chad. In: American Journal of Agricultural Economics. RePEc:wly:ajagec:v:103:y:2021:i:3:p:1099-1121.

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2021Modelling the volatility of crude oil returns: Jumps and volatility forecasts. (2021). Roubaud, David ; Dutta, Anupam ; Bouri, Elie. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:26:y:2021:i:1:p:889-897.

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2021Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Zhang, Xuhui ; Li, Dongxin ; Wei, YU ; Bai, Lan. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523.

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2020Incorporating time‐varying jump intensities in the mean‐variance portfolio decisions. (2020). Wu, Chongfeng ; Zhou, Chunyang ; Xu, Weidong. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:40:y:2020:i:3:p:460-478.

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2020How do Private Digital Currencies Affect Government Policy?. (2020). Yermack, David ; Saleh, Fahad ; Raskin, Max. In: World Scientific Book Chapters. RePEc:wsi:wschap:9789811223785_0011.

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Works by Wing Hong Chan:


YearTitleTypeCited
2009Effectiveness of Cultivando la Salud: A breast and cervical cancer screening promotion program for low-income hispanic women In: American Journal of Public Health.
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article0
2002Conditional Jump Dynamics in Stock Market Returns. In: Journal of Business & Economic Statistics.
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article140
2009THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY In: Journal of Financial Research.
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article9
2006Occupational Labour Demand and the Sources of Non?neutral Technical Change* In: Oxford Bulletin of Economics and Statistics.
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article1
2008Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps In: Studies in Nonlinear Dynamics & Econometrics.
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article8
2012Long-range dependence in the international diamond market In: Economics Letters.
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article3
2004Conditional correlated jump dynamics in foreign exchange In: Economics Letters.
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article13
2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin In: The Quarterly Review of Economics and Finance.
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article26
2005The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis In: Resource and Energy Economics.
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article74
2018Volatility Spillovers Arising from the Financialization of Commodities In: JRFM.
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article2
2010Do Derivative Markets Contain Useful Information for Signaling Hot Money Flows? In: Working Papers.
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paper0
2014Price Limits and Stock Market Volatility in China In: MPRA Paper.
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paper3
2014From Fixed to Float: A Competing Risks Analysis In: MPRA Paper.
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paper1
2016From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal.
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2016Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper.
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2017Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper.
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2017Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance.
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This paper has another version. Agregated cites: 2
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2009A New Look at Copper Markets: A Regime-Switching Jump Model In: Working Papers.
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paper3
2000Invariance, price indices and estimation in almost ideal demand systems In: Empirical Economics.
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article13
2003A correlated bivariate Poisson jump model for foreign exchange In: Empirical Economics.
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article19
2006University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods In: Education Economics.
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article42
2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
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paper0
2005The Impact of Oil and Natural Gas Facilities on Rural Residential Property In: Working Papers.
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paper30
2005University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods In: Working Papers.
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paper2
2006Jumping hedges: An examination of movements in copper spot and futures markets In: Journal of Futures Markets.
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article29
2010Forecasting volatility: Roles of sampling frequency and forecasting horizon In: Journal of Futures Markets.
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article0
2010Optimal hedge ratios in the presence of common jumps In: Journal of Futures Markets.
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article1
2012Time‐varying jump risk premia in stock index futures returns In: Journal of Futures Markets.
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article5

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