Zobrazeno 1 - 10
of 116
pro vyhledávání: '"Chin Wen Cheong"'
Publikováno v:
Cogent Economics & Finance, Vol 12, Iss 1 (2024)
The aim of this paper is to assess whether the availability of high-frequency data enhances the accuracy of extreme market risk estimation in comparison to low-frequency data by using Value-at-risk (VaR) and Expected shortfall (ES). The sample data u
Externí odkaz:
https://doaj.org/article/d0fca4863d3b468ab540a5bebe797f4c
Publikováno v:
International Journal of Management Studies, Vol 15, Iss 2 (2008)
This paper investigates the weak-form of market efficiency using the Malaysian Stock Exchange over a period of January 1991 to December 2006. The long-spanning data set enabled us to study piecewise before and after the economic crisis encountered by
Externí odkaz:
https://doaj.org/article/178a92a56f8f4abeb70635e8858a8837
Publikováno v:
In Computers and Chemical Engineering October 2022 166
Publikováno v:
In Borsa Istanbul Review December 2020 20 Supplement 1:S26-S39
Akademický článek
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Publikováno v:
In Borsa Istanbul Review March 2017 17(1):49-61
Autor:
Chin, Wen Cheong, Lee, Min Cherng
Publikováno v:
In The Journal of Finance and Data Science 2017 3(1-4):1-12
Publikováno v:
In The Journal of Finance and Data Science September 2016 2(3):171-187
Publikováno v:
The 5TH ISM INTERNATIONAL STATISTICAL CONFERENCE 2021 (ISM-V): Statistics in the Spotlight: Navigating the New Norm.
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::811ab053c0d8e5b1d36b9a6c2c2c3651
https://doi.org/10.1063/5.0113817
https://doi.org/10.1063/5.0113817
Publikováno v:
Journal of Statistics and Management Systems. 24:951-964
This study intends to investigate whether political election effect is one of the Malaysian stock market anomalies. The time-varying fractal structure of the Malaysian stock market is examined unde...
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ff37630441d63babfc36142668bdf670
https://doi.org/10.1080/09720510.2020.1776943
https://doi.org/10.1080/09720510.2020.1776943