Wing Lon Ng

Available identifiers

Publication	Date of Publication	Type
Recovering default risk from CDS spreads with a nonlinear filter	2018-11-01	Paper
Simulation based calibration using extended balanced augmented empirical likelihood	2016-02-23	Paper
Nonparametric estimation of general multivariate tail dependence and applications to financial time series	2015-07-09	Paper
Analysing financial contagion and asymmetric market dependence with volatility indices via copulas	2014-11-12	Paper
Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns	2013-05-13	Paper
Asymmetric liquidity risk premia in intraday high frequency trading	2011-12-24	Paper
Enhancing credit default swap valuation with meshfree methods	2011-08-19	Paper
Analysing liquidity and absorption limits of electronic markets with volume durations	2008-08-07	Paper

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