A. Ng

Finance · with Bae · 2000–2005

A researcher in the Science corpus: 3 papers; trusts 8 researchers and is trusted by 51 researchers here, as inferred from the citation graph.

Subfields

Whom A. Ng trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. Peter Blair Henry
  2. Tim Bollerslev
  3. Robert F. Engle
  4. Andrew Ang
  5. Daniel B. Nelson
  6. Kristin J. Forbes
  7. Lars Peter Hansen
  8. Massimo Guidolin

Who trusts A. Ng overall

  1. Lieven Baele
  2. Geert Bekaert
  3. Tatsuyoshi Miyakoshi
  4. Louis Gagnon
  5. Vasiliki D. Skintzi
  6. Campbell R. Harvey
  7. D. Vandijk
  8. Andres A. Trujillo‐Barrera
  9. Jian Yang
  10. J. Beirne

Papers from A. Ng's perspective

Ordered by how strongly the researchers A. Ng trusts endorse each paper. Same corpus, a different order for every researcher.

  1. International Asset Allocation With Regime Shifts
  2. International Asset Allocation Under Regime Switching, Skew and Kurtosis Preferences
  3. Stock Market Liberalization, Economic Reform, and Emerging Market Equity Prices
  4. No Contagion, Only Interdependence: Measuring Stock Market Comovements
  5. Volatility spillover effects from Japan and the US to the Pacific–Basin
  6. Generalized autoregressive conditional heteroskedasticity
  7. The jump-risk premia implicit in options: evidence from an integrated time-series study $
  8. A study towards a unified approach to the joint estimation of objective and risk neutral measures for the purpose of options valuation
  9. A Closed-Form GARCH Option Valuation Model
  10. Firm Size and Cyclical Variations in Stock Returns

Their papers