Wing Lon Ng

Economics and Econometrics · 2012

A researcher in the Science corpus: 1 paper; trusts 1 researcher and is trusted by 0 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 19 citations into it

Whom Wing Lon Ng trusts

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

1. Roberto Rigobon (in Economics and Econometrics)

Papers from Wing Lon Ng's perspective

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

1. Risk Management: Correlation and Dependence in Risk Management: Properties and Pitfalls
2. Extreme Correlation of International Equity Markets
3. An Introduction to Copulas
4. Fonctions de repartition a n dimensions et leurs marges
5. Asymmetric Correlations of Equity Portfolios
6. Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH
7. Generalized autoregressive conditional heteroskedasticity
8. International Asset Allocation With Regime Shifts
9. Elliptical copulas: applicability and limitations
10. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation

Their papers

• Analysing financial contagion and asymmetric market dependence with volatility indices via copulas (2012) — 90 citations