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Dynamic Hedging with Foreign C...
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Chan, Wing Hong
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The journal of futures markets
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Disease Management and Health Outcomes
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ECONIS (ZBW)
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1
Dynamic hedging with foreign currency futures in the presence of jumps
Chan, Wing Hong
- In:
Studies in nonlinear dynamics and econometrics : SNDE ; …
12
(
2008
)
2
,
pp. 1-23
Persistent link: https://www.econbiz.de/10009513632
Saved in:
2
Optimal hedge ratios in the presence of common jumps
Chan, Wing Hong
- In:
The journal of futures markets
30
(
2010
)
8
,
pp. 801-807
Persistent link: https://www.econbiz.de/10003985103
Saved in:
3
A correlated bivariate poisson jump model for foreign exchange
Chan, Wing Hong
- In:
Empirical economics : a journal of the Institute for …
28
(
2003
)
4
,
pp. 669-685
Persistent link: https://www.econbiz.de/10001798156
Saved in:
4
Conditional correlated jump dynamics in foreign exchange
Chan, Wing Hong
- In:
Economics letters
83
(
2004
)
1
,
pp. 23-28
Persistent link: https://www.econbiz.de/10001967528
Saved in:
5
Invariance, price indices and estimation in almost ideal demand systems
Buse, Adolf
;
Chan, Wing Hong
-
1998
Persistent link: https://www.econbiz.de/10000989912
Saved in:
6
Invariance, price indices and estimation in almost ideal demand systems
Buse, Adolf
;
Chan, Wing Hong
- In:
Empirical economics : a journal of the Institute for …
25
(
2000
)
3
,
pp. 519-539
Persistent link: https://www.econbiz.de/10001502487
Saved in:
7
Should we use the stone index in the linearized almost ideal demand system?
Chan, Wing Hong
;
Buse, Adolf
-
1997
Persistent link: https://www.econbiz.de/10000979266
Saved in:
8
Conditional jump dynamics in stock market returns
Chan, Wing Hong
;
Maheu, John M.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
3
,
pp. 377-389
Persistent link: https://www.econbiz.de/10001695284
Saved in:
9
Identifying the common jump component in foreign exchange returns
Chan, Wing Hong
-
2004
Persistent link: https://www.econbiz.de/10002415238
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10
The impact of oil and natural gas facilities on rural residential property values : a spatial hedonic analysis
Boxall, Peter C.
;
Chan, Wing Hong
;
McMillan, Melville L.
- In:
Resource and energy economics
27
(
2005
)
3
,
pp. 248-269
Persistent link: https://www.econbiz.de/10003102440
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