Journals 

XIAMEN UNIVERSITY MALAYSIA CAMPUS (2017-2025)

• Tan Yu Heng, Tan Xiao Xian, Chin Wen Cheong, Koh Siew Khew and Lim Min (2025). Analyzing Market Risk Forecasting of Asymmetric GARCH model for stock volatility during the Malaysian General Election period, Journal of Statistics & Management Systems, vol.28(6), pp. 1133-1149.

• Sew Lai Ng, Wen Cheong Chin, Lee Lee Chong, Kok Why Ng. (2025). FORECASTING THE REALIZED VOLATILITY OF ISLAMIC EQUITIES USING MULTIVARIATE HAR-TYPE MODELS. International Journal of Banking and Finance, Vol.20(1), 39-67. (Scopus) 

• Iris Wong Sie Feng, Quah Aun Thye, Chin Wen Cheong & Lim Min. (2025). The impact of the COVID-19 and the Russia-Ukraine conflict on crude oil and stock market volatility, Journal of Statistics & Management Systems, 28(4), 713-740.

• Lim Qiu Ting, Lam Sing Yan, Chin Ming Jun, Chin Wen Cheong & Lim Min. (2025). Randow walk classifications and market risk evaluations of Malaysian stock market., Journal of Statistics & Management Systems, 28(2), 355-374.

• LY Xin, CW Cheong, GTA Hui, L Min. (2024). Gold market risk evaluations using GARCH incorporate with machine learning. Journal of Statistics & Management Systems 27 (7), 1381-1391.

• J Yuhan, Y Deru, F Suze, CW Cheong, L Min. (2024). The impact of COVID-19 on value-at-risk estimations for US and China stock markets. Journal of Statistics & Management Systems 27 (7), 1453-1472

• Azliana Aridi, Siow Hooi Tan, CW Cheong, (2024). A comparative VaR analysis between low-frequency and high-frequency conditional EVT models during COVID-19 crisis, Cogent Economics & Finance, 12(1), 2377495.  (WoS)

• Zheng Xuan Hoy, Kok Sin Woon, Wen Cheong Chin, Yee Van Fan, Seung Jick Yoo, (2023). Curbing global solid waste emissions toward net-zero warming futures, SCIENCE, Vol 382, Issue 6672, pp. 797-800. (Details)  (WoS)

• NA Aridi, TS Hooi, CW Cheong. (2023). THE VAR EVALUATION OF SHARIAH STOCK MARKET IN MALAYSIA DURING COVID-19 PANDEMIC BY USING CONDITIONAL EVT METHOD, International Journal of Business and Society 24 (3), 1079-1098. (WoS)

• AC Kinnam, ALY Bin, CW Cheong, L Min, GTA Hui (2023). Gold price volatility and forecasting evaluations with the impact of COVID-19 pandemic, Journal of Statistics & Management Systems 26 (8), 1867-1882. (WoS)

• YX Quan, TX Yang, CY Fei, CW Cheong, L Min (2023). Asymmetric Volatility and Risk Analysis of Bitcoin Cryptocurrency Market, Journal of Quality Measurement and Analysis 19 (2), 73-79.   (WoS)

• LJ Teng, CW Cheong, L Min (2023). Market Risk Data Analytics for Selected Asian Stock Markets During the Pandemic COVID-19, Journal of Quality Measurement and Analysis 19 (2), 52-57.  (WoS)

• ALY Bin, AC Kinnam, CW Cheong, L Min (2022). Crude Oil Market Risk Evaluation under the Presence of Covid-19 Pandemic, Journal of Energy and Development 47 (2), 155-175. (Scopus)

• ZX Hoy, KS Woon, CW Cheong, H Hashim, Y Van Fan (2022). Forecasting heterogeneous municipal solid waste generation via Bayesian-optimised neural network with ensemble learning for improved generalisation, Computers & Chemical Engineering 166, 107946. (WoS)

• CW Cheong, LM Cherng, LC Zhi, ZY Huai (2021). Do general elections affect fractal structure of stock market? Journal of Statistics and Management Systems, 24 (5), 951-964.  (WoS)

• Cheong, C.W. & Cherng, L.M. (2021). Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations, Communication in Statistics- Simulation and Computation. Volume 50 (7), pages 2126-2144.   (WoS)

• Ng SewLai, Cheong, C.W, Chong LeeLee. (2020). Realized volatility transmission within Islamic stock markets: A multivariate HAR-GARCH-type with nearest neighbour truncation estimator.  Borsa Istanbul Review. Volume 20(1), pages S26-S39.  (WoS)

• LAI, N.S, Cheong, C.W. & Lee, C.L. (2019). Modelling Volatility in the Presence of Abrupt Jumps: Empirical Evidence from Islamic Stock Markets. International Journal of Economics & Management, Volume13(1), 93-109. (Scopus)

• Cheong, C.W., LIU CHENGZHI, J SHENGZHE,YEZHIQING (2019). Dynamic Average-Forecast value-at-Risk by Using High Frequency IPC Mexican Index. International Journal of Economics & Management 13 (1), 153-164. (Scopus)

• Cheong, C.W. & Cherng, L.M. (2018). S&P500 volatility analysis using high-frequency multipower variation volatility proxies. Empirical Economics 54 (3), 1297-1318.  (WoS)

• Cheong, C.W. , Cherng, L.M., Pei, T.P.(2017). Heterogenous market hypothesis evaluation using multipower variation volatility. Communications in Statistics-Simulation and Computation 46 (8),6574-6587.  (WoS)

• Ng Sew Lai, Chin Wen Cheong, Chong Lee Lee. (2017) Multivariate Market Risk Evaluation between Malaysian Islamic Stock Index and Sectoral Indices.Borsa İstanbul Review , 17(1), 49-61.  (WoS)

• Cheong, C.W & Cherng, L.M. (2017) High-frequency volatility combine forecast evaluations: An empirical study for DAX. The Journal of Finance and Data Science 3 (1-4), 1-12.  (WoS)

MULTIMEDIA UNIVERSITY (2000-2017)

• C.W.Cheong, Lee Min Cherng, Nadira Mohamed Isa, Poo Kuan Hoong. (2017) . The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500. Journal Sc. Mal. 46(1), 107-116. (WoS)

• Wencheong Chin; Min Cherng Lee; Grace Yap Ching Lee. (2016). Heterogeneous Market Hypothesis evaluations using various jump-robust realized volatility. Romanian Journal of Economic Forecasting, 14(4), 50-64.  (WoS)

• Wong Zhen Yao, Chin Wen Cheong, Tan Siow Hooi, (2016). Daily value-at-risk modeling and forecast evaluation: the realized volatility approach. Journal of Finance and Data Science , 2(1), 171-187. (WoS)

• Wencheong Chin; Min Cherng Lee; Grace Lee Ching Yap. (2016) Heterogeneous Autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX SpringerPlus , 5 (1883), 1-13.  (WoS)

• Wencheong Chin; Min Cherng Lee; Grace Yap Ching Lee. (2016). Modelling financial market volatility using asymmetric-skewed-ARFIMAX and -HARX models.INŽINERINĖ EKONOMIKA, 27(4), 373-381. (WoS)

• T.K. Leng , C.W. Cheong, T.S. Hooi. (2015). Stylized facts and impact of oil price shocks on international Shariah stock markets. International Journal of Economics and Management 9 (S): 61 - 80. (Scopus)

• C.W. Cheong, Zaidi Isa, Abu Hassan Shaari Mohd Nor & Wong Zhen Yao (2015). Adjusted Hurst exponent evaluations for equity and energy markets.Journal of Statistics and Management Systems, 18:1-2, 189-202

• Pei P. Tan, Cheong W. Chin, Don U.A. Galagedera.(2014) A wavelet-based evaluation of time-varying long memory of equity markets: A paradigm in crisis. Physica A. vol.410, 345-358. (WoS)

• C.W. Cheong, Z. Isa, A.H.S. Mohd Nor & S.L. Ng. (2014). The stylized facts and market risk evaluations of Malaysian Shariah Index.  Journal of Statistics and Management Systems, 17(3), 251-264.

• C.W. Cheong. (2013). The computational of stock market volatility from the perspective of heterogeneous market hypothesis. Eco. Comp. & Econ. Cyber. Stu. & Res., 47(2), pp.247-260. (WoS)

• CHIN WEN CHEONG, NG SEW LAI, ZAIDI ISA & ABU HASSAN SHAARI MOHD NOR. (2012). Asymmetry Dynamic Volatility Forecast Evaluations using Interday and Intraday Data Journal Sc. Mal., 41(10)(2012): 1287–1299. (WoS)

• C.W.Cheong, Ng  Sew Lai, Nurul Afidah Mohmad Yusof, KhorChia Ying. (2012). The impact of subprime mortgage crisis to long-run and short-run volatility components of Indonesian and Malaysian equity markets.  J. of Interdisciplinary Mathematics.  15 , Vol(2 & 3), pp. 207–228. (WoS)

• C.W.Cheong. 2011. Parametric and non-parametric approaches in evaluating martingale hypothesis of energy spot markets.Mathematical & Computer Modeling , 54(5), 1499-1509.  (WoS)

• C.W.Cheong. 2011. Univariate and multivariate value-at-risk: Application and implication in petroleum markets. Communication in Statistics, Simulation & computation 40: 957-977. (WoS)

• C.W.Cheong. 2010. Estimating the Hurst Parameter in financial time series via heuristic approaches. Journal of Applied Statistics, 37(2), 201-214. (WoS)

• C.W.Cheong. 2010. Self-similarity in financial markets: A fractionally integrated approach. Mathematical & Computer Modeling 52, 495-471. (WoS)

• C.W.Cheong. 2010. Optimal choice of sample fraction in univariate financial tail index estimation.Journal of Applied Statistics, 37(12), 2043-2056. (WoS)

• C.W.Cheong.(2010) Market risks in spot markets of crude oil and products: a long memory value-at-risk approach. Studies in Economics and Econometrics 34(2), 19-38. (Scopus)

• C.W.Cheong, Zaidi Isa (2010). Bivariate Value-at-risk in the emerging Malaysian sectoral markets.J. of Interdisciplinary Mathematics. 14(1), 67-94. (WoS)

• C.W.Cheong, Zaidi Isa (2010). Measuring and forecasting Malaysian composite index volatility under the impact of Asian financial crisis - a revisit. J. of Interdisciplinary Mathematics, 13(3), 287-307. (WoS) 

• C.W.Cheong (2010). A variance ratio test of random walks in energy spot markets. Journal of Quantitative Economics, New Series, 8(1),105-117. (WoS)

• C.W.Cheong, Zaidi Isa. 2009. Structural break unit-root tests: An empirical Study of Malaysian equity markets. Journal Sc. Mal., 38(5), 699-705. (WoS)

• C.W.Cheong, Abu Hassan S.M.N, Zaidi Isa. 2009. A Simple Power-Law Tail Estimation of Financial Stock Return. Journal Sc. Mal. 38(5): 745–749.  (WoS)

• C.W.Cheong, Zaidi Isa & Abu Hassan S.M.N. (2009). Financial Risk Evaluations in Malaysian Stock Exchange using Extreme-Value-Theory and Component-ARCH Model. Journal Sc. Mal. 38(4): 567–575. (WoS)

• C.W.Cheong. 2009. Modeling and Forecasting Crude oil Markets using ARCH-models. Energy Policy, 37, 2346-2355. (WoS)

• C.W.Cheong, Zaidi Isa & Abu Hassan S.M.N. (2009). Evaluation of Long Memory and asymmetric Value-at-Risk for Long and Short Trading Positions: An Empirical study of Malaysian Stock Market.  Int. J. Business and Society, 10(1). 1-17. (WoS)

• C.W.Cheong, Zaidi Isa & Abu Hassan S.M.N. (2009). Forecasting stock exchange in the presence of long memory and occasional structural changes. Journal of Quantitative Economics, New Series.7(1), 48-59. (WoS)

• 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. (WoS)

• C.W.Cheong. 2008. Heavy-tailed value-at-risk analysis for Malaysian stock exchange. Physica A. , 378(16), pp.4285-4298. (WoS)

• C.W.Cheong, Abu Hassan S.M.N, Zaidi Isa. 2007. An empirical study of realized and long memory GARCH standardized stock-return. Applied Economic Letters , 3, 121-127. (WoS)

• 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. (WoS)

• C.W.Cheong, Zaidi Isa & Abu Hassan S.M.N. 2007. Modelling financial observable-volatility using long memory models. Applied Economic Letters , 3, 201-208. (WoS)

• Chin, Wen-Cheong, Zaidi Isa, Abu Hassan Shaari Mohd Nor. (2007).A simple generalized long persistence realized volatility model. Int. J. Business and Society, 8(1), 1-14.  (WoS)

• Shaari Mohd Nor Abu Hassan; Wen Cheong Chin (2006). Long memory and asymmetric volatility behaviour of the Malaysian stock market: A statistical modelling approach. Journal Sc. Mal. Vol.35(1),67-73. (WoS)

• Chin Wen Cheong, 2004. Web Server Workload Prediction: Fuzzy Markovian Approach, International Journal of Computers and Applications, Vol(26), 1-6. (Scopus)

• C.W.Cheong, K.Y.W. Hua, Leong N.K. (2000). Web Server Future Planning Decision Analysis - Fuzzy Linguistic Weighted Approach,Malaysian Journal Computer Science, 13(2),pp. 48-53, 2000. (WoS)

• C.W.Cheong, V.Ramachandran, C.C. Way. (2000). Evidence Sets Approach for Web Service Fault Diagnosis. Malaysian Journal Computer Science, 13(1), 84-89. (WoS)

Book 

• Stock Market Dynamic Volatility – Theory and Application using Eviews (Malay Version), (2015)

• Fundamental Physics Pearson Educations 2005 (co-author)

• Fundamental Physics by examples (2nd ed.) Pearson Educations 2005 (co-author)

• Fundamental Physics by examples Pearson Educations 2004 (co-author)