Wing Lon Ng

Available identifiers

zbMath Open ng.wing-lonDBLP60/8473WikidataQ102413941 ScholiaQ102413941MaRDI QIDQ248376

List of research outcomes

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
https://portal.mardi4nfdi.de/entity/Q3107564	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

Research outcomes over time

Doctoral students

No records found.

Known relations from the MaRDI Knowledge Graph

Property	Value
MaRDI profile type	MaRDI person profile
instance of	human

This page was built for person: Wing Lon Ng