Chin Wen Cheong

Available identifiers

zbMath Open cheong.chin-wenMaRDI QIDQ611787

List of research outcomes

Publication	Date of Publication	Type
Impact of global financial crisis on stylized facts between energy markets and stock markets	2023-10-20	Paper
The value-at-risk evaluation of Brent’s crude oil market	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
https://portal.mardi4nfdi.de/entity/Q5427187	2007-11-19	Paper

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Chin Wen Cheong