A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis von Azliana Aridi, Nor, Siow Hooi, Tan, Wen Cheong, Chin

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Modeling and forecasting crude oil markets using ARCH-type models von Cheong, Chin Wen

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FORECASTING THE REALIZED VOLATILITY OF ISLAMIC EQUITIES USING MULTIVARIATE HAR-TYPE MODELS von Ng, Sew Lai, Chin, Wen Cheong, Chong, Lee Lee, Ng, Kok Why

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Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbor truncation estimator von Ng, Sew Lai, Chin, Wen Cheong, Chong, Lee Lee

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Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets von Cheong, Chin Wen

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Heavy-tailed value-at-risk analysis for Malaysian stock exchange von Chin, Wen Cheong

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Self-similarity in financial markets: A fractionally integrated approach von Cheong, Chin Wen

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Multivariate market risk evaluation between Malaysian Islamic stock index and sectoral indices von Ng, Sew Lai, Chin, Wen Cheong, Chong, Lee Lee

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High-frequency volatility combine forecast evaluations: An empirical study for DAX von Chin, Wen Cheong, Lee, Min Cherng

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Daily value-at-risk modeling and forecast evaluation: The realized volatility approach von Wong, Zhen Yao, Chin, Wen Cheong, Tan, Siow Hooi

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The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500 von CHIN, WEN CHEONG, LEE, MIN CHERNG, MOHAMED ISA, NADIRA, POO, KUAN HOONG

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Asymmetry and long-memory volatility: Some empirical evidence using GARCH von Wen Cheong, Chin, Hassan Shaari Mohd Nor, Abu, Isa, Zaidi

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Forecasting heterogeneous municipal solid waste generation via Bayesian-optimised neural network with ensemble learning for improved generalisation von Hoy, Zheng Xuan, Woon, Kok Sin, Chin, Wen Cheong, Hashim, Haslenda, Fan, Yee Van

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Curbing global solid waste emissions toward net-zero warming futures von Hoy, Zheng Xuan, Woon, Kok Sin, Chin, Wen Cheong, Van Fan, Yee, Yoo, Seung Jick

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Impact of global financial crisis on stylized facts between energy markets and stock markets von Leng Tan Kim, Cheong Chin Wen, Hooi Tan Siow

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A stylized facts comparison between low-frequency and high-frequency data of Brazil stock market index von Aridi, Nor Azliana, Hooi, Tan Siow, Cheong, Chin Wen

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A Variance Ratio Test of Random Walk in Energy Spot Markets von Cheong, Chin Wen

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The value-at-risk evaluation of Brent’s crude oil market von Cheong Chin Wen, Zaidi, Isa, Ying Khor Chia, Lai Ng Sew

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A study of electricity market volatility using long memory heteroscedastic model von Chin Wen Cheong

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S&P500 volatility analysis using high-frequency multipower variation volatility proxies von Chin, Wen Cheong, Lee, Min Cherng

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