The following pages link to Wing Lon Ng (Q248376):
Displaying 8 items.
- Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (Q470423) (← links)
- Enhancing credit default swap valuation with meshfree methods (Q635199) (← links)
- Recovering default risk from CDS spreads with a nonlinear filter (Q1994302) (← links)
- Nonparametric estimation of general multivariate tail dependence and applications to financial time series (Q2353372) (← links)
- (Q3107564) (← links)
- Analysing liquidity and absorption limits of electronic markets with volume durations (Q3518375) (← links)
- Nonparametric Tail Copula Estimation: An Application to Stock and Volatility Index Returns (Q4921583) (← links)
- Simulation based calibration using extended balanced augmented empirical likelihood (Q5963814) (← links)
