Enoch Cheng

University of Colorado at Denver - Department of Economics

Assistant Professor C/T

Campus Box 181

P.O. Box 173364

Denver, CO 80217-3364

United States

SCHOLARLY PAPERS

3

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Top 5,917

in Total Papers Downloads

7,161

CITATIONS

4

Scholarly Papers (3)

1.

Time-Series Momentum: A Monte-Carlo Approach

Number of pages: 44 Posted: 05 Apr 2019 Last Revised: 08 Jun 2019
Enoch Cheng and Clemens Struck
University of Colorado at Denver - Department of Economics and University College Dublin
Downloads 7,070 (801)
Citation 4

Abstract:

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Monte-Carlo, Extreme Value Theory, Backtesting, Risk Premia, Time-Series Momentum

2.

Bubbles on the Steppe: Intrinsic Bubbles and Credit Expansion in Kazakhstan's Real Estate Market

Economic Research Initiatives at Duke (ERID) Working Paper No. 253
Number of pages: 61 Posted: 29 Sep 2017 Last Revised: 10 Nov 2017
Galina A. An, Charles Becker and Enoch Cheng
Kenyon College - Department of Economics, Duke University - Department of Economics and University of Colorado at Denver - Department of Economics
Downloads 63 (343,636)

Abstract:

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3.

Housing Price Appreciation and Economic Integration in a Transition Economy

Economic Research Initiatives at Duke (ERID) Working Paper No. 265
Number of pages: 61 Posted: 16 Mar 2018 Last Revised: 10 Jul 2018
Galina A. An, Charles Becker and Enoch Cheng
Kenyon College - Department of Economics, Duke University - Department of Economics and University of Colorado at Denver - Department of Economics
Downloads 28 (470,926)

Abstract:

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