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Intraday high-frequency FX trading with adaptive neuro-fuzzy inference systems

Kablan, Abdalla; Wing Lon Ng - In: International journal of financial markets and derivatives 2 (2011) 1/2, pp. 68-87

Persistent link: https://www.econbiz.de/10008933515

Analysis of ultra-high-frequency financial data using advanced Fourier transforms

Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Finance research letters 6 (2009) 1, pp. 47-53

Persistent link: https://www.econbiz.de/10003834761

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

Periodicities of foreign exchange markets and the directional change power law

Giampaoli, Iacopo; Wing Lon Ng; Constantinou, Nick - In: Intelligent systems in accounting finance and … 20 (2013) 3, pp. 189-206

Persistent link: https://www.econbiz.de/10010196979

The signalling properties of the shape of the credit default swap term structure

Castellanos, Jenny; Constantinou, Nick; Wing Lon Ng - In: Journal of risk 17 (2014/2015) 4, pp. 71-99

Persistent link: https://www.econbiz.de/10013262935

Cross-sectional volatility index as a proxy for the VIX in an Asian market

Fadzil, Futeri Jazeilya Md; O’Hara, John G.; Wing Lon Ng - In: Cogent economics & finance 5 (2017) 1, pp. 1-15

We present a cross-sectional volatility index (CSV) applied to an Asian market as an alternative to the VIX. One problem with the construction of a VIX-styled index is that it depends on the price of calls and puts, however, the CSV index may be applied to measure the volatility when no...

Persistent link: https://www.econbiz.de/10011884520