Chin Wen Cheong

Available identifiers

zbMath Open cheong.chin-wenMaRDI QIDQ611787

List of research outcomes

Publication	Date of Publication	Type
The value-at-risk evaluation of Brent’s crude oil market	2023-10-20	Paper
Impact of global financial crisis on stylized facts between energy markets and stock markets	2023-10-20	Paper
Estimating the Hurst parameter in financial time series via heuristic approaches	2020-09-29	Paper
Optimal choice of sample fraction in univariate financial tail index estimation	2020-09-29	Paper
Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets	2011-12-18	Paper
Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets	2011-08-16	Paper
https://portal.mardi4nfdi.de/entity/Q3080845	2011-03-10	Paper
Self-similarity in financial markets: a fractionally integrated approach	2010-12-14	Paper
https://portal.mardi4nfdi.de/entity/Q3639769	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

This page was built for person: Chin Wen Cheong