Chin Wen Cheong

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
The value-at-risk evaluation of Brent’s crude oil market AIP Conference Proceedings	2023-10-20	Paper
Impact of global financial crisis on stylized facts between energy markets and stock markets AIP Conference Proceedings	2023-10-20	Paper
Estimating the Hurst parameter in financial time series via heuristic approaches Journal of Applied Statistics	2020-09-29	Paper
Optimal choice of sample fraction in univariate financial tail index estimation Journal of Applied Statistics	2020-09-29	Paper
Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets Mathematical and Computer Modelling	2011-12-18	Paper
Univariate and multivariate value-at-risk: application and implication in energy markets Communications in Statistics. Simulation and Computation	2011-08-16	Paper
scientific article; zbMATH DE number 5864892 (Why is no real title available?)	2011-03-10	Paper
Self-similarity in financial markets: a fractionally integrated approach Mathematical and Computer Modelling	2010-12-14	Paper
scientific article; zbMATH DE number 5620847 (Why is no real title available?)	2009-10-26	Paper
Long memory and asymmetric volatility behaviour of the Malaysian stock market: a statistical modelling approach	2007-11-19	Paper

Research outcomes over time

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