Chin Wen Cheong

693 total citations
57 papers, 517 citations indexed

About

Chin Wen Cheong is a scholar working on Economics and Econometrics, Finance and Management Science and Operations Research. According to data from OpenAlex, Chin Wen Cheong has authored 57 papers receiving a total of 517 indexed citations (citations by other indexed papers that have themselves been cited), including 43 papers in Economics and Econometrics, 39 papers in Finance and 14 papers in Management Science and Operations Research. Recurrent topics in Chin Wen Cheong's work include Market Dynamics and Volatility (39 papers), Financial Risk and Volatility Modeling (35 papers) and Complex Systems and Time Series Analysis (22 papers). Chin Wen Cheong is often cited by papers focused on Market Dynamics and Volatility (39 papers), Financial Risk and Volatility Modeling (35 papers) and Complex Systems and Time Series Analysis (22 papers). Chin Wen Cheong collaborates with scholars based in Malaysia, South Korea and Czechia. Chin Wen Cheong's co-authors include Zaidi Isa, Yee Van Fan, Kok Sin Woon, Seung Jick Yoo, Lee‐Lee Chong, Siow‐Hooi Tan, Christine Nya-Ling Tan, V. Ramachandran and Kui Hua and has published in prestigious journals such as Science, SHILAP Revista de lepidopterología and Energy Policy.

In The Last Decade

Chin Wen Cheong

52 papers receiving 459 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Chin Wen Cheong Malaysia 11 362 234 120 113 42 57 517
Özgür Ömer Ersin Türkiye 14 427 1.2× 131 0.6× 70 0.6× 204 1.8× 108 2.6× 54 603
Cristiana Tudor Romania 11 228 0.6× 117 0.5× 43 0.4× 68 0.6× 73 1.7× 57 430
Xiaoquan Liu China 13 350 1.0× 401 1.7× 99 0.8× 111 1.0× 22 0.5× 61 636
Abdelwahed Trabelsi Tunisia 12 301 0.8× 199 0.9× 146 1.2× 111 1.0× 29 0.7× 30 485
Wuyi Ye China 9 217 0.6× 141 0.6× 49 0.4× 43 0.4× 76 1.8× 38 441
Tao Pang United States 12 216 0.6× 253 1.1× 19 0.2× 139 1.2× 64 1.5× 45 648
Ioannis Kyriakou United Kingdom 16 339 0.9× 306 1.3× 102 0.8× 101 0.9× 62 1.5× 52 635
Yuying Sun China 13 307 0.8× 78 0.3× 102 0.8× 211 1.9× 66 1.6× 31 497

Countries citing papers authored by Chin Wen Cheong

Since Specialization
Citations

This map shows the geographic impact of Chin Wen Cheong's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Chin Wen Cheong with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Chin Wen Cheong more than expected).

Fields of papers citing papers by Chin Wen Cheong

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Chin Wen Cheong. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Chin Wen Cheong. The network helps show where Chin Wen Cheong may publish in the future.

Co-authorship network of co-authors of Chin Wen Cheong

This figure shows the co-authorship network connecting the top 25 collaborators of Chin Wen Cheong. A scholar is included among the top collaborators of Chin Wen Cheong based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Chin Wen Cheong. Chin Wen Cheong is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Cheong, Chin Wen, et al.. (2020). Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbor truncation estimator. Borsa Istanbul Review. 20. S26–S39. 10 indexed citations
2.
Cheong, Chin Wen, et al.. (2017). S&P500 volatility analysis using high-frequency multipower variation volatility proxies. Empirical Economics. 54(3). 1297–1318. 2 indexed citations
3.
Cheong, Chin Wen, et al.. (2016). Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX. SpringerPlus. 5(1). 1883–1883. 5 indexed citations
4.
Cheong, Chin Wen, et al.. (2016). Heterogeneous Market Hypothesis Evaluations using Various Jump-Robust Realized Volatility. Romanian Journal of Economic Forecasting. 50–64. 2 indexed citations
5.
Cheong, Chin Wen, et al.. (2016). Modelling Financial Market Volatility Using Asymmetric-Skewed-ARFIMAX and -HARX Models. Engineering Economics. 27(4). 373–381. 5 indexed citations
6.
Cheong, Chin Wen, et al.. (2016). Heterogenous market hypothesis evaluation using multipower variation volatility. Communications in Statistics - Simulation and Computation. 46(8). 6574–6587. 4 indexed citations
7.
Cheong, Chin Wen, et al.. (2015). Adjusted Hurst exponent evaluations for equity and energy markets. Journal of Statistics and Management Systems. 18(1-2). 189–202. 5 indexed citations
8.
Cheong, Chin Wen, et al.. (2015). The computation of high frequency S&P 500 long-range dependence volatility using dynamic modified rescaled adjusted range approach. Applied Mathematical Sciences. 9. 5915–5924. 2 indexed citations
9.
Cheong, Chin Wen, et al.. (2011). Cross market value-at-risk evaluations in emerging markets. AFRICAN JOURNAL OF BUSINESS MANAGEMENT. 5(22). 9385–9400. 1 indexed citations
10.
Cheong, Chin Wen & Zaidi Isa. (2011). A short range dependence adjusted hurst exponent evaluation for Malaysian and Indonesian financial markets. AFRICAN JOURNAL OF BUSINESS MANAGEMENT. 5(7). 2644–2653. 1 indexed citations
11.
Cheong, Chin Wen, et al.. (2011). Asymmetry dynamic volatility forecast evaluations using interday and intraday data. 337. 129–134. 2 indexed citations
12.
Cheong, Chin Wen. (2011). Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets. Mathematical and Computer Modelling. 54(5-6). 1499–1509. 10 indexed citations
13.
Cheong, Chin Wen. (2011). Univariate and Multivariate Value-at-Risk: Application and Implication in Energy Markets. Communications in Statistics - Simulation and Computation. 40(7). 957–977. 3 indexed citations
14.
Cheong, Chin Wen & Zaidi Isa. (2011). Bivariate Value-at-risk in the emerging Malaysian sectoral markets. Journal of Interdisciplinary Mathematics. 14(1). 67–94. 3 indexed citations
15.
Cheong, Chin Wen, et al.. (2008). Fractionally integrated time-varying volatility under structural break: Evidence from Kuala Lumpur composite index. Sains Malaysiana. 37(4). 405–411. 4 indexed citations
16.
Cheong, Chin Wen. (2008). Heavy-tailed value-at-risk analysis for Malaysian stock exchange. Physica A Statistical Mechanics and its Applications. 387(16-17). 4285–4298. 24 indexed citations
17.
Cheong, Chin Wen, et al.. (2006). Web Based Fuzzy Multicriteria Decision Making Tool. The International Journal of the Computer, the Internet and Management. 14(2). 1–14. 16 indexed citations
18.
Cheong, Chin Wen, et al.. (2001). Web server workload foreacasting: fuzzy linguistic approach. The International Journal of the Computer, the Internet and Management. 9(3). 36–44.
19.
Cheong, Chin Wen, et al.. (2000). Web server future planning decision analysis-fuzzy linguistic weighted approach. 1 indexed citations
20.
Cheong, Chin Wen, et al.. (2000). Evidence Sets Approach for Web Service Fault Diagnosis. Malaysian Journal of Computer Science. 13(1). 84–89. 2 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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