Selected journal

C.W.Cheong, Abu Hassan S.M.N. (2006). Long Memory and Asymmetric Volatility Behaviour of the Malaysian Stock Market: A Statistical Modelling Approach. J. Sc. Mal., 35, 67-73. (SCIE, SCOPUS)

                                                                                         

C.W.Cheong, Abu Hassan S.M.N, Zaidi Isa (2007). An empirical study of realized and long memory GARCH standardized stock-return. App. Fin. Econ. Lett, 3, 121-127. (SCOPUS, ECONLIT)

 

C.W.Cheong, Abu Hassan S.M.N, Zaidi Isa (2007). Asymmetry and long memory volatility: some empirical evidence using GARCH. Physica A, 373, 651-664.  (SCI, SCIE, SCOPUS, INSPEC)

 

C.W.Cheong (2008). Time-varying volatility in Malaysian stock exchange: an empirical study using multiple-volatility-shifts fractionally integrated model. Physica A, 378(4), 889-898. (SCI, SCIE, SCOPUS, INSPEC)

 

C.W.Cheong (2008). Heavy-tailed value-at-risk analysis for Malaysian stock exchange. Physica A, 378(16), 4285-4298. (SCI, SCIE, SCOPUS, INSPEC)

 

C.W.Cheong, Zaidi Isa & Abu Hassan S.M.N., (2008). Fractionally integrated time-varying volatility under structural break: evidence from KLCI, J. Sc. Mal., 37(4), 405-411. (SCIE,SCOPUS)

 

C.W.Cheong, Zaidi Isa and Abu Hassan Shaari Mohd Nor, (2008). Nonlinear dynamics in stock exchange: evidence from KLSE, Empirical Economics Letters, 7(4), 367-375. (ECONLIT,CABELL)

 

C.W.Cheong, Zaidi Isa and Abu Hassan Shaari Mohd Nor. (2008). The impact of structural break to permanent and transitory components of Malaysian stock market, Journal of Quantitative Economics , 5 (2), 83-94. (ECONLIT,CABELL)

 

C.W.Cheong, Zaidi Isa and Abu Hassan Shaari Mohd Nor. (2008). Stock market conditional volatility analysis: an inclusion of realized volatility, Empirical Economics Letters ,7(7), 757-763. (ECONLIT,CABELL)

                                                                                                                          

C.W.Cheong, Zaidi Isa. Value-at-Risk with extreme returns: A case study for Kuala Lumpur Stock Exchange, Empirical Economics Letters. Forthcoming (CABELL, ECONLIT)

 

C.W.Cheong. Estimating the Hurst parameter in financial time series via heuristic approaches. Journal of Applied Statistics. Forthcoming (SCI, SCIE, SCOPUS)

 

C.W.Cheong, Zaidi Isa and Abu Hassan Shaari Mohd Nor. Finanical risk evaluations in Malaysian stock exchange using extreme-value theory and component-ARCH model. Journal Sc. Mal. Forthcoming (SCIE, SCOPUS)

 

C.W.Cheong, Abu Hassan S.M.N, Zaidi Isa.  A simple power-law tail estimation of financial stock return. Journal Sc. Mal. Forthcoming (SCIE, SCOPUS)