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Wong, Michael C. S.'s
Scholarly Papers
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Total Downloads
443 |
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Wong, Michael C. S. City University of Hong Kong (CityUHK) - Department of Economics & Finance Law, Keith K.F. affiliation not provided to SSRN
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308
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Credit risk, emerging market, corporate debts
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Wong, Michael C. S. City University of Hong Kong (CityUHK) - Department of Economics & Finance
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26 Dec 07
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Last Revised:
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03 Sep 08
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74
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Radial Basis Function, Credit Barrier Model, Credit Risk
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3.
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Batten, Jonathan A. Hong Kong University of Science & Technology (HKUST) - Department of Finance Szilagyi, Peter G. University of Cambridge - Judge Business School Wong, Michael C. S. City University of Hong Kong (CityUHK) - Department of Economics & Finance
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61
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stock indices, Brazil, Argentina, fractal structure, Hurst coefficient, long term dependence, stock market spread, volatility
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Das, Rituparna Centre of Risk Management and Derivatives (CRMD Jodhpur) Wong, Michael C. S. City University of Hong Kong (CityUHK) - Department of Economics & Finance
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19 Dec 12
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26 Dec 12
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Repo, CBLO, ZCYC, drift
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5.
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Hu, Daning City University of Hong Kong (CityUHK) - Department of Information Systems Zhao, J. Leon affiliation not provided to SSRN Hua, Zhimin City University of Hong Kong (CityUHK) - Department of Information Systems Wong, Michael C. S. City University of Hong Kong (CityUHK) - Department of Economics & Finance
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05 Nov 10
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06 Nov 12
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Systemic risk, contagious bank failures, business intelligence, financial asset portfolios, simulation
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6.
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Wong, Michael C. S. City University of Hong Kong (CityUHK) - Department of Economics & Finance
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Credit rating, credit model validation
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Records 1 -
6
of 6 matches
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