Wing Hong Chan : Citation Profile

Are you Wing Hong Chan?

Wilfrid Laurier University

9

H index

9

i10 index

508

Citations

RESEARCH PRODUCTION:

19

Articles

9

Papers

RESEARCH ACTIVITY:

   19 years (2000 - 2019). See details.
   Cites by year: 26
   Journals where Wing Hong Chan has often published
   Relations with other researchers
   Recent citing documents: 69.    Total self citations: 5 (0.97 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch102
   Updated: 2023-05-27    RAS profile: 2019-07-17    
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Relations with other researchers

Works with:

CHONG, Terence Tai Leung (2)

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)

Grislain-Letremy, Celine (10)

Weber, Jeremy (8)

Muehlenbachs, Lucija (6)

Brown, Jason (6)

Spiller, Elisheba (6)

Maheu, John (5)

Santucci de Magistris, Paolo (5)

Gimet, Céline (5)

Kilian, Lutz (5)

Cites to:

Bollerslev, Tim (15)

Andersen, Torben (9)

Diebold, Francis (7)

CHONG, Terence Tai Leung (6)

Reinhart, Carmen (6)

Crato, Nuno (5)

Maheu, John (5)

Kim, Kenneth (4)

Ward, Michael (3)

Engle, Robert (3)

Cao, Charles (3)

Main data

Where Wing Hong Chan has published?

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

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 (2022 and 2021)

YearTitle of citing document
2022DATING COMMON COMMODITY PRICE AND INFLATION SHOCKS WITH ALTERNATIVE APPROACHES. (2022). Esposti, Roberto. In: Working Papers. RePEc:anc:wpaper:469.

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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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2021Time-varying volatility in Bitcoin market and information flow at minute-level frequency. (2020). Antulov-Fantulin, Nino ; Barjavsi, Irena. In: Papers. RePEc:arx:papers:2004.00550.

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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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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760.

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2021Survey on technical efficiency in higher education: A meta?fractional regression analysis. (2021). , Carolyndung ; Villano, Renato A. In: Pacific Economic Review. RePEc:bla:pacecr:v:26:y:2021:i:1:p:110-135.

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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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2023Measuring efficiency of Peruvian universities: a stochastic frontier analysis. (2023). Wiper, Michael Peter ; Lopes, Maria Helena ; Orosco, Juan Carlos. In: DES - Working Papers. Statistics and Econometrics. WS. RePEc:cte:wsrepe:36250.

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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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2021Do oil-price shocks predict the realized variance of U.S. REITs?. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Epni, Ouzhan ; Bonato, Matteo. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005429.

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2022Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384.

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2022In search of time-varying jumps during the turmoil periods: Evidence from crude oil futures markets. (2022). Bhattacharyya, Asit ; Das, Debojyoti ; Soytas, Ugur ; Dutta, Anupam. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s014098832200411x.

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2023Asymmetry effect of oil price shocks and the lagging effect of oil price jumps: Evidence from Chinas automobile markets. (2023). Shang, Hongli ; Zhang, Chuanguo. In: Energy Policy. RePEc:eee:enepol:v:172:y:2023:i:c:s0301421522005274.

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2022How do dynamic jumps in global crude oil prices impact Chinas industrial sector?. (2022). Ye, Shuping ; Mou, Xinjie ; Zhang, Chuanguo. In: Energy. RePEc:eee:energy:v:249:y:2022:i:c:s0360544222005084.

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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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2022Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002150.

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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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2021The dynamic relationship between bitcoin and the foreign exchange market: A nonlinear approach to test causality between bitcoin and currencies. (2021). Klotzle, Marcelo Cabus ; de Souza, Gerson ; Palazzi, Rafael Baptista. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317074.

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2021Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic. (2021). Vidal-Tomas, David ; Caferra, Rocco. In: Finance Research Letters. RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000350.

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2022Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models. (2022). Peng, Zhe ; Chen, Haicui ; Zhang, Chuanhai. In: Finance Research Letters. RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000903.

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2023Dynamic volatility connectedness among cryptocurrencies and Chinas financial assets in standard times and during the COVID-19 pandemic. (2023). Zhou, QI ; Gan, Kai ; Li, Xingyi. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006523.

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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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2023Time-varying dependence between Bitcoin and green financial assets: A comparison between pre- and post-COVID-19 periods. (2023). Urquhart, Andrew ; Duan, Kun ; Huang, Yingying. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:82:y:2023:i:c:s1042443122001597.

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2022Understanding how ESG-focused airlines reduce the impact of the COVID-19 pandemic on stock returns. (2022). Chen, Ming-Hsiang ; Su, Ching-Hui. In: Journal of Air Transport Management. RePEc:eee:jaitra:v:102:y:2022:i:c:s0969699722000503.

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2022An investigative study of links between terrorist attacks and cryptocurrency markets. (2022). Veron, Jose Francisco ; Wallace, Damien ; Ramiah, Vikash ; Pereira, Vijay ; Reddy, Krishna ; Almaqableh, Laith. In: Journal of Business Research. RePEc:eee:jbrese:v:147:y:2022:i:c:p:177-188.

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2023Impact of social metrics in decentralized finance. (2023). Gonzalez-Lopez, Isaac ; Evi, Aleksandar ; Pieiro-Chousa, Juan. In: Journal of Business Research. RePEc:eee:jbrese:v:158:y:2023:i:c:s0148296323000310.

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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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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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2021What drives oil prices? — A Markov switching VAR approach. (2021). Fu, Chengbo ; Liu, Tangyong ; Chen, Liqing ; Guan, Keqin ; Gong, XU. In: Resources Policy. RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003263.

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2022Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets. (2022). Yoon, Seong-Min ; Kang, Sanghoon ; Troster, Victor ; Hernandez, Jose Areola ; Hanif, Waqas. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001172.

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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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2022Natural gas flaring, respiratory health, and distributional effects. (2022). Kokoza, Anatolii ; Blundell, Wesley. In: Journal of Public Economics. RePEc:eee:pubeco:v:208:y:2022:i:c:s0047272722000032.

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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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2022Commodities and portfolio diversification: Myth or fact?. (2022). Barros, Victor ; Ruano, Fabio. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:86:y:2022:i:c:p:281-295.

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2022Does trade cause fear of appreciation?. (2022). Zhu, Jiaqing ; Zhang, Hao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:78:y:2022:i:c:p:68-80.

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2022On the predictive power of tweet sentiments and attention on bitcoin. (2022). Suardi, Sandy ; Liu, Bin ; Rasel, Atiqur Rahman. In: International Review of Economics & Finance. RePEc:eee:reveco:v:79:y:2022:i:c:p:289-301.

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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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2021.

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2021Bitcoin and Portfolio Diversification: A Portfolio Optimization Approach. (2021). Al-Mohamad, Somar ; Rashid, Audil ; Bakry, Walid ; El-Kanj, Nasser. In: JRFM. 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: JRFM. RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

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2022Outliers and Time-Varying Jumps in the Cryptocurrency Markets. (2022). Bouri, Elie ; Dutta, Anupam. In: JRFM. RePEc:gam:jjrfmx:v:15:y:2022:i:3:p:128-:d:766133.

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2021.

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2021.

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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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2022Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Working Papers. RePEc:hal:wpaper:hal-03579957.

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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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2022Stochastic vs. deterministic frontier distance output function: Evidence from Brazilian higher education institutions. (2022). Bittencourt, Mauricio ; Letti, Ariel Gustavo ; Lobo, Mauricio Vaz ; Vila, Luis E. In: Journal of Productivity Analysis. RePEc:kap:jproda:v:58:y:2022:i:1:d:10.1007_s11123-022-00636-1.

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2021Modeling Housing Price Dynamics and their Impact on the Cost of no-Negative-Equity-Guarantees for Equity Releasing Products. (2021). Chang, Chuang-Chang ; Yang, Sharon S ; Huang, Jr-Wei. 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). Liu, Xiaoquan ; Kuo, Jing-Ming ; Choudhry, Taufiq ; Zhang, Qingjing. 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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2022Are We Floating Yet? Duration of Fixed Exchange Rate Regimes. (2022). Bizuneh, Menna. In: Eastern Economic Journal. RePEc:pal:easeco:v:48:y:2022:i:1:d:10.1057_s41302-021-00206-7.

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2022Bitcoin: Future or Fad?. (2022). Tut, Daniel. In: MPRA Paper. RePEc:pra:mprapa:112376.

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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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2022Investigating the Relative Efficiency and Productivity Change of Upper Secondary Schools: the Case of Schools in the Region of Central Greece. (2022). Argyropoulos, Elias E ; Tsamadias, Constantinos P ; Gr, Stylianos. In: Journal of the Knowledge Economy. RePEc:spr:jknowl:v:13:y:2022:i:1:d:10.1007_s13132-020-00698-2.

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2022Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis. (2022). Das, Chandrabhanu ; Kar, Brajaballav. In: Springer Proceedings in Business and Economics. RePEc:spr:prbchp:978-981-19-0357-1_2.

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2021Embracing Bitcoin: users’ perceived security and trust. (2021). , Jasmine ; Ooi, Chai Aun ; Goh, Tok Hao. 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). Li, Xiafei ; Wei, YU ; Bai, Lan ; Zhang, Xuhui. In: Journal of Forecasting. RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523.

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2022Forecasting realized volatility: New evidence from time?varying jumps in VIX. (2022). Dutta, Anupam ; Das, Debojyoti. In: Journal of Futures Markets. RePEc:wly:jfutmk:v:42:y:2022:i:12:p:2165-2189.

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2022The Propagation of Regional Shocks in Housing Markets: Evidence from Oil Price Shocks in Canada. (2022). Kilian, Lutz ; Zhou, Xiaoqing. In: Journal of Money, Credit and Banking. RePEc:wly:jmoncb:v:54:y:2022:i:4:p:953-987.

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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.
[Full Text][Citation analysis]		article1
2002Conditional Jump Dynamics in Stock Market Returns. In: Journal of Business & Economic Statistics.
[Citation analysis]		article153
2009THE ECONOMIC VALUE OF USING REALIZED VOLATILITY IN FORECASTING FUTURE IMPLIED VOLATILITY In: Journal of Financial Research.
[Full Text][Citation analysis]		article9
2006Occupational Labour Demand and the Sources of Non?neutral Technical Change* In: Oxford Bulletin of Economics and Statistics.
[Full Text][Citation analysis]		article1
2008Dynamic Hedging with Foreign Currency Futures in the Presence of Jumps In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article6
2012Long-range dependence in the international diamond market In: Economics Letters.
[Full Text][Citation analysis]		article3
2004Conditional correlated jump dynamics in foreign exchange In: Economics Letters.
[Full Text][Citation analysis]		article14
2019Holding Bitcoin longer: The dynamic hedging abilities of Bitcoin In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article38
2005The impact of oil and natural gas facilities on rural residential property values: a spatial hedonic analysis In: Resource and Energy Economics.
[Full Text][Citation analysis]		article78
2018Volatility Spillovers Arising from the Financialization of Commodities In: JRFM.
[Full Text][Citation analysis]		article4
2010Do Derivative Markets Contain Useful Information for Signaling Hot Money Flows? In: Working Papers.
[Full Text][Citation analysis]		paper0
2014Price Limits and Stock Market Volatility in China In: MPRA Paper.
[Full Text][Citation analysis]		paper3
2014From Fixed to Float: A Competing Risks Analysis In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2016From Fixed to Float: A Competing Risks Analysis.(2016) In: International Economic Journal.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2016Long Range Dependence and Structural Breaks in the Gold Markets In: MPRA Paper.
[Full Text][Citation analysis]		paper0
2017Factor Pricing in Commodity Futures and the Role of Liquidity In: MPRA Paper.
[Full Text][Citation analysis]		paper2
2017Factor pricing in commodity futures and the role of liquidity.(2017) In: Quantitative Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 2		article
2009A New Look at Copper Markets: A Regime-Switching Jump Model In: Working Papers.
[Full Text][Citation analysis]		paper3
2000Invariance, price indices and estimation in almost ideal demand systems In: Empirical Economics.
[Full Text][Citation analysis]		article14
2003A correlated bivariate Poisson jump model for foreign exchange In: Empirical Economics.
[Full Text][Citation analysis]		article19
2006University Efficiency: A Comparison and Consolidation of Results from Stochastic and Non-stochastic Methods In: Education Economics.
[Full Text][Citation analysis]		article48
2014PRICE LIMIT AND STOCK VOLATILITY IN CHINA DURING FINANCIAL CRISES In: LCERPA Working Papers.
[Citation analysis]		paper0
2005The Impact of Oil and Natural Gas Facilities on Rural Residential Property In: Working Papers.
[Full Text][Citation analysis]		paper73
2005University Efficiency: A Comparison of Results from Stochastic and Non-Stochastic Methods In: Working Papers.
[Full Text][Citation analysis]		paper3
2006Jumping hedges: An examination of movements in copper spot and futures markets In: Journal of Futures Markets.
[Full Text][Citation analysis]		article28
2010Forecasting volatility: Roles of sampling frequency and forecasting horizon In: Journal of Futures Markets.
[Full Text][Citation analysis]		article0
2010Optimal hedge ratios in the presence of common jumps In: Journal of Futures Markets.
[Full Text][Citation analysis]		article1
2012Time?varying jump risk premia in stock index futures returns In: Journal of Futures Markets.
[Citation analysis]		article5

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