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Extreme spillover effects of volatility indices
Yue Peng; Wing Lon Ng - In: Journal of economic research 17 (2012) 1, pp. 1-17
Persistent link: https://www.econbiz.de/10009577613
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Analysing financial contagion and asymmetric market dependence with volatility indices via copulas
Yue Peng; Wing Lon Ng - In: Annals of finance 8 (2012) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10009510581
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A dynamic fuzzy money management approach for controlling the intraday risk-adjusted performance of AI trading algorithms
Vella, Vince; Wing Lon Ng - In: Intelligent systems in accounting finance and … 22 (2015) 2, pp. 153-178
Persistent link: https://www.econbiz.de/10011407132
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Ökonometrische Modellierung von Durationsprozessen ultra-hoch frequenter Orderbuchdaten
Ng, Wing Lon - 2005
Persistent link: https://www.econbiz.de/10003294866