Publication
Research Articles
Cheng, C. H. and Chan, K. W. (2022) A General Framework For Constructing Locally Self-Normalized Multiple-Change-Point Tests. Submitted. (arxiv.org) (R Package can be found here)
Chan, B. S. F., Cheng, C. H., & Ma, A. K. C. (2018). Stock Market Volatility and Trading Volume: A Special Case in Hong Kong With Stock Connect Turnover. Journal of Risk and Financial Management, 11(4), 76.