Alan T. K. Wan

City University of Hong Kong (CityUHK) - Department of Management Sciences

Tat Chee Avenue

Kowloon Tong

Kowloon

Hong Kong

SCHOLARLY PAPERS

5

DOWNLOADS

874

SSRN CITATIONS
Rank 31,740

SSRN RANKINGS

Top 31,740

in Total Papers Citations

19

CROSSREF CITATIONS

5

Scholarly Papers (5)

1.
Downloads 408 ( 79,304)
Citation 1

Improved Estimators of Hedonic Housing Price Models

Number of pages: 26 Posted: 18 Sep 2006
Helen X. H. Bao and Alan T. K. Wan
University of Cambridge - Department of Land Economy and City University of Hong Kong (CityUHK) - Department of Management Sciences
Downloads 251 (134,662)
Citation 1

Abstract:

Loading...

Stein Rule, Shrinkage, Double-k Class, Hong Kong

Improved Estimators of Hedonic Housing Price Models

Journal of Real Estate Research, Vol. 29, No. 3, 2007
Number of pages: 36 Posted: 15 Nov 2007
Helen X. H. Bao and Alan T. K. Wan
University of Cambridge - Department of Land Economy and City University of Hong Kong (CityUHK) - Department of Management Sciences
Downloads 157 (208,220)

Abstract:

Loading...

Hedonic price models, shrinkage estimators, Stein rule, valuation, Hong Kong, non-sample information

2.
Downloads 336 ( 99,073)
Citation 5

A High-Low Model of Daily Stock Price Ranges

CESifo Working Paper Series No. 2387
Number of pages: 45 Posted: 08 Sep 2008
City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Management Sciences
Downloads 229 (147,457)

Abstract:

Loading...

daily high, daily low, VECM model, forecast performance, implied volatility

A High-Low Model of Daily Stock Price Ranges

HKIMR Working Paper No.3/2009
Number of pages: 42 Posted: 02 Feb 2009
City University of Hong Kong (CityUHK) - Department of Economics & Finance, City University of Hong Kong - Department of Economics & Finance and City University of Hong Kong (CityUHK) - Department of Management Sciences
Downloads 107 (280,573)
Citation 5

Abstract:

Loading...

Daily High, Daily Low, VECM Model, Forecast Performance, Implied Volatility

3.

Least Squares Model Combining by Mallows Criterion

Number of pages: 11 Posted: 23 Sep 2008
Xinyu Zhang, Alan T. K. Wan and Guohua Zou
affiliation not provided to SSRN, City University of Hong Kong (CityUHK) - Department of Management Sciences and Chinese Academy of Sciences - Academy of Mathematics and Systems Science
Downloads 103 (286,402)
Citation 10

Abstract:

Loading...

asymptotic optimality, continuous weights, Mallows criterion, non-nested models

4.

Further Results on Optimal Critical Values of Pre-Test When Estimating the Regression Error Variance

Econometrics Journal, Vol. 9, No. 1, pp. 159-176, March 2006
Number of pages: 18 Posted: 08 May 2006
Alan T. K. Wan, Guohua Zou and Kazuhiro Ohtani
City University of Hong Kong (CityUHK) - Department of Management Sciences, Chinese Academy of Sciences - Academy of Mathematics and Systems Science and Kobe University - Faculty of Economics
Downloads 14 (613,076)
  • Add to Cart

Abstract:

Loading...

5.

On the Sensitivity of the Restricted Least Squares Estimators to Covariance Misspecification

Econometrics Journal, Vol. 10, Issue 3, pp. 471-487, November 2007
Number of pages: 17 Posted: 31 Oct 2007
Alan T. K. Wan, Guohua Zou and Huaizhen Qin
City University of Hong Kong (CityUHK) - Department of Management Sciences, Chinese Academy of Sciences - Academy of Mathematics and Systems Science and affiliation not provided to SSRN
Downloads 13 (619,994)
Citation 1
  • Add to Cart

Abstract:

Loading...