5
H index
2
i10 index
166
Citations
Chin Wen Cheong : Citation Profile
| RESEARCH PRODUCTION: 12 Articles RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
|
11 years (2007 - 2018). Relations with other researchers
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Chin Wen Cheong. | Is cited by:
| Cites to:
|
Main data
Where Chin Wen Cheong has published?
| Journals with more than one article published | # docs |
|---|---|
| Physica A: Statistical Mechanics and its Applications | 3 |
| Journal of Applied Statistics | 2 |
| Journal of Quantitative Economics | 2 |
Recent works citing Chin Wen Cheong (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Dynamic Modeling and Analysis of Some Energy Companies of Indonesia Over the Year 2018 to 2022 By Using VAR(p)-CCC GARCH(r,s) Model: -. (2023). Warsono, Warsono ; Sidiq, Ahmad ; Russel, Edwin ; Nurhanurawati, Nurhanurawati ; Komarudin, M ; Usman, Mustofa ; F. A. M Elfaki, . In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-04-55. Full description at Econpapers || Download paper |
| 2023 | Adaptive robust large volatility matrix estimation based on high-frequency financial data. (2023). Fan, Jianqing ; Kim, Donggyu ; Shin, Minseok. In: Journal of Econometrics. RePEc:eee:econom:v:237:y:2023:i:1:s0304407623002300. Full description at Econpapers || Download paper |
| 2024 | A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Wang, Shouyang ; Sun, Yuying ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers || Download paper |
| 2024 | Volatility forecasting on Chinas oil futures: New evidence from interpretable ensemble boosting trees. (2024). Zhu, Yiying ; Lucey, Brian ; Rao, Haicheng ; Feng, Lingbing. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1595-1615. Full description at Econpapers || Download paper |
| 2023 | Investigating the Asymmetric Behavior of Oil Price Volatility Using Support Vector Regression. (2023). Karlsson, Hyunjoo Kim ; Li, Yushu. In: Computational Economics. RePEc:kap:compec:v:61:y:2023:i:4:d:10.1007_s10614-022-10266-2. Full description at Econpapers || Download paper |
| 2024 | Unveiling time-varying asymmetries in the stock market returns through energy prices, green innovation, and market risk factors: wavelet-based evidence from China. (2024). Hossain, Mohammad Razib ; Ramzan, Muhammad ; Alvarado, Rafael ; Adebayo, Tomiwa Sunday ; Abbasi, Kashif Raza. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:57:y:2024:i:3:d:10.1007_s10644-024-09684-z. Full description at Econpapers || Download paper |
| 2024 | Inventory information arrival and the crude oil futures market. (2024). Hmedat, Waleed ; Chebbi, Tarek. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1513-1533. Full description at Econpapers || Download paper |
Works by Chin Wen Cheong:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2017 | Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices In: Borsa Istanbul Review. [Full Text][Citation analysis] | article | 3 |
| 2009 | Modeling and forecasting crude oil markets using ARCH-type models In: Energy Policy. [Full Text][Citation analysis] | article | 126 |
| 2007 | Asymmetry and long-memory volatility: Some empirical evidence using GARCH In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 12 |
| 2008 | Heavy-tailed value-at-risk analysis for Malaysian stock exchange In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2008 | Time-varying volatility in Malaysian stock exchange: An empirical study using multiple-volatility-shift fractionally integrated model In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 8 |
| 2007 | Statistical Evaluation of Market Barometer in Malaysian Stock Market In: The IUP Journal of Financial Economics. [Citation analysis] | article | 0 |
| 2012 | Asymmetric Fractionally Integrated Volatility Modelling of Asian Equity Markets under the Subprime Mortgage Crisis In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2010 | A Variance Ratio Test of Random Walk in Energy Spot Markets In: Journal of Quantitative Economics. [Full Text][Citation analysis] | article | 0 |
| 2016 | Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility In: Journal for Economic Forecasting. [Full Text][Citation analysis] | article | 2 |
| 2018 | S&P500 volatility analysis using high-frequency multipower variation volatility proxies In: Empirical Economics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Optimal choice of sample fraction in univariate financial tail index estimation In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 1 |
| 2010 | Estimating the Hurst parameter in financial time series via heuristic approaches In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 5 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team