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Dynamic order submission and herding behavior in electronic trading

Wing Lon Ng - In: The journal of financial research 33 (2010) 1, pp. 27-43

Persistent link: https://www.econbiz.de/10003966716

Modeling duration clusters with dynamic copulas

Wing Lon Ng - In: Finance research letters 5 (2008) 2, pp. 96-103

Persistent link: https://www.econbiz.de/10003751303

Minimizing Basel III capital requirements with unconditional coverage constraint

Kleinknecht, Manuel; Wing Lon Ng - In: Intelligent systems in accounting finance and … 22 (2015) 4, pp. 263-281

Persistent link: https://www.econbiz.de/10011536590

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