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Chan, Kam Fong's
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
507 |
Total
Citations
3 |
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1.
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Bowman, Robert G.
University of Auckland - Department of Accounting and Finance Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Comer, Matthew R.
First New Zealand Capital
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264
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Contagion, international market integration, Asian Crisis
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Marsden, Alastair
University of Auckland - Faculty of Business & Economics
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131
(109,899)
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Credit default swap, Stochastic Volatility, Jump-diffusion, Volatility Spillover, MCMC
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3.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Bowman, Robert G.
University of Auckland - Department of Accounting and Finance Lawrence, Gillian
Reserve Bank of New Zealand
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87
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Realized Beta, Regime-Switching, Long Memory, Fractional Integration, ARFIMA
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4.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law
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23
(264,737)
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Short-rate, Jump-diffusion, LEVELS effect, generalized autoregressive conditional heteroscedasticity
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5.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Fung, Hung-Gay
University of Missouri at Saint Louis - College of Business Administration Lai, Pikki
affiliation not provided to SSRN
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2
(335,682)
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6.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Treepongkaruna, Sirimon
University of Western Australia Brooks, Robert Darren
Monash University Gray, Stephen
University of Queensland - Business School
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Markov switching, Asset linkages, Flight to quality, Flight from quality, Contagion
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7.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Gan, Christopher
Lincoln University (NZ) McGraw, Patricia A.
Ryerson University
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Forwards, hedging effectiveness, optimal hedge ratio, options synthetic forwards, utility maximization
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8.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Gray, Philip
Monash University - Department of Accounting and Finance
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Extreme value theory, Value-at-risk, Electricity, EGARCH, Conditional interval coverage
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9.
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Bowman, Robert G.
University of Auckland - Department of Accounting and Finance Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Comer, Matthew R.
First New Zealand Capital
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09 Aug 09
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Last Revised:
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05 Jan 11
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Asian Crisis, Contagion, Economic fundamentals, International diversification
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10.
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Chan, Kam Fong
University of Queensland - Faculty of Business, Economics and Law Gray, Philip
Monash University - Department of Accounting and Finance van Campen, Bart
University of Auckland - Department of Economics
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Realized volatility, Bipower variation, Quadratic variation, Jumps, Volatility forecast
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Records 1 -
10
of 10 matches
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