Zobrazeno 1 - 10
of 18
pro vyhledávání: '"Victor K, Ng"'
Autor:
Victor K. Ng
Publikováno v:
Validation of Risk Management Models for Financial Institutions ISBN: 9781108608602
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::b3b79a81c7348e79f91bf7f30e39c917
https://doi.org/10.1017/9781108608602.004
https://doi.org/10.1017/9781108608602.004
Publikováno v:
International Journal of General Medicine
Kuan-Chin Jean Chen,1 Michelle Klingel,2 Shelley McLeod,3 Sean Mindra,4 Victor K Ng5 1Department of Emergency Medicine, Faculty of Medicine, The Ottawa Hospital, University of Ottawa, Ottawa, 2Division of Respiratory Medicine, Department of Pediatric
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::a31720fd8e6871f7857609d19eb26343
https://www.dovepress.com/presentation-and-outcomes-of-necrotizing-soft-tissue-infections-peer-reviewed-article-IJGM
https://www.dovepress.com/presentation-and-outcomes-of-necrotizing-soft-tissue-infections-peer-reviewed-article-IJGM
Autor:
Victor K. Ng, Kenneth F. Kroner
Publikováno v:
Review of Financial Studies. 11:817-844
Existing time-varying covariance models usually impose strong restrictions on how past shocks affect the forecasted covariance matrix. In this article we compare the restrictions imposed by the four most popular multivariate GARCH models, and introdu
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::ed3715a0dba5668022001e46348cdd3c
https://doi.org/10.1093/rfs/11.4.817
https://doi.org/10.1093/rfs/11.4.817
Autor:
Kaushik I. Amin, Victor K. Ng
Publikováno v:
Review of Financial Studies. 10:333-367
We study the information content of implied volatility from several volatility specifications of the Heath-Jarrow-Morton (1992) (HJM) models relative to popular historical volatility models in the Eurodollar options market. The implied volatility fro
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::5862e1112834ebca1d1cbfe219d32674
https://doi.org/10.1093/rfs/10.2.333
https://doi.org/10.1093/rfs/10.2.333
Publikováno v:
Canadian family physician Medecin de famille canadien. 59(9)
This study evaluates the self-perceived awareness of the new CanMEDS-Family Medicine (CanMEDS-FM) roles by family medicine residents.A 22-question online survey.Canadian family medicine residency programs.All residents enrolled in a Canadian family m
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=pmid________::b6c3cf419993c410c8f888e8605e6165
https://pubmed.ncbi.nlm.nih.gov/24029530
https://pubmed.ncbi.nlm.nih.gov/24029530
Autor:
Victor K. Ng, Stephen Craig Pirrong
Publikováno v:
Journal of Empirical Finance. 2:359-388
This article characterizes the spot and futures price dynamics of two important physical commodities, gasoline and heating oil. Using a non-linear error correction model with time-varying volatility, we demonstrate many new results. Specifically, the
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::c1618ca72c8309c5084a705ec107f608
https://doi.org/10.1016/0927-5398(95)00014-3
https://doi.org/10.1016/0927-5398(95)00014-3
Autor:
Victor K. Ng, Ronald W. Masulis
Publikováno v:
Journal of Business & Economic Statistics. 13:365-378
We explore the time series properties of stock returns on the London Stock Exchange around the 1986 market restructuring (Big Bang) and the 1987 stock-market crash using a modified generalized autoregressive conditional heteroscedasticity model. Usin
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_________::f77b148461c6f4b625c3230bbb274b61
https://doi.org/10.1080/07350015.1995.10524612
https://doi.org/10.1080/07350015.1995.10524612
Autor:
Victor K. Ng, Stephen Craig Pirrong
Publikováno v:
Journal of Business. 67:203-30
The theory of storage implies that inventory and demand conditions affect (1) the variances and correlations of commodity spot and forward prices and (2) the spread between spot and forward prices. For four industrial metals and one precious metal ov
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::dedc99c340349e53fa0d30c802cf7a52
Autor:
Robert F. Engle, Victor K. Ng
Publikováno v:
Journal of Finance. 48(5):1749-78
This paper defines the news impact curve that measures how new information is incorporated into volatility estimates. Various new and existing ARCH models, including a partially nonparametric one, are compared and estimated with daily Japanese stock
Externí odkaz:
https://explore.openaire.eu/search/publication?articleId=doi_dedup___::c38333406ecdf0f08c875415763e1f70