Keele Research Repository

Article

Cheng, J ORCID: https://orcid.org/0000-0002-0838-0090 (2023) Modelling and forecasting risk dependence and portfolio VaR for cryptocurrencies. Empirical Economics. 1 - 26.

Bu, R, Cheng, J ORCID: https://orcid.org/0000-0002-0838-0090 and Jawadi, F (2020) A latent-factor-driven endogenous regime-switching non-Gaussian model: Evidence from simulation and application. International Journal of Finance and Economics.

Hayes, AM and Cheng, J ORCID: https://orcid.org/0000-0002-0838-0090 (2020) Datafication of epistemic equality: advancing understandings of teaching excellence beyond benchmarked performativity. Teaching in Higher Education, 25 (4). pp. 493-509.

Hayes, AM and Cheng, J (2018) “Liberating the ‘oppressed’ and the ‘oppressor’: A model for a new TEF metric, internationalisation and democracy”. Educational Review, 72 (3). pp. 346-364.

Lageard, J, Thomas, PA and Cheng, J (2016) Animating tree colonization and growth. Dendrochronologia, 42. pp. 13-20.

Cheng, J ORCID: https://orcid.org/0000-0002-0838-0090 (2016) Spectral density of Markov switching models: Derivation, simulation studies and application. Model Assisted Statistics and Applications.

Cheng, J, Ruijun, B and Hadri, K (2016) Nonlinearity and Endogeneity in Continuous-Time Regime-Switching Diffusion Models for Market Volatility. Studies in Nonlinear Dynamics and Econometrics.

Cheng, J (2016) A Transitional Markov Switching Autoregressive Model. Communications in Statistics - Theory and Methods, 45 (10). pp. 2785-2800.