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Nick Ying-Pin Cheng · Study

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Nick Ying-Pin Cheng

3 works· latest 2011· 2 institutionscluster: provisional

h-index3

i103

Citations83

Works here3

08

10

11

Most cited in this library

How accurate is the square-root-of-time rule in scaling tail risk: A global study2010 · 37 citations
Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures2011 · 25 citations
The Impact of Structural Breaks on the Integration of the Asean-5 Stock Markets2008 · 21 citations

Works

3 shown

Forecasting the volatility of S&P depositary receipts using GARCH-type models under intraday range-based and return-based proxy measures

International Review of Economics & Finance·2011·3 authors

25citations

How accurate is the square-root-of-time rule in scaling tail risk: A global study

Journal of Banking & Finance·2010·3 authors

37citations

The Impact of Structural Breaks on the Integration of the Asean-5 Stock Markets

Mathematics and Computers in Simulation·2008·4 authors·Open access

21citations