Victor K. Ng

International Monetary Fund (IMF) - Research Department

700 19th Street NW

Washington, DC 20431

United States

National Bureau of Economic Research (NBER)

1050 Massachusetts Avenue

Cambridge, MA 02138

United States

SCHOLARLY PAPERS

7

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SSRN CITATIONS
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Top 2,383

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47

CROSSREF CITATIONS

511

Scholarly Papers (7)

1.

Measuring and Testing the Impact of News on Volatility

Number of pages: 32 Posted: 18 Jun 2004 Last Revised: 25 Jul 2021
Robert F. Engle and Victor K. Ng
New York University (NYU) - Department of Finance and International Monetary Fund (IMF) - Research Department
Downloads 1,122 (24,493)
Citation 46

Abstract:

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2.

Cointegration of International Stock Markat Indices

Number of pages: 16 Posted: 15 Feb 2006
Victor K. Ng and Lynn Pi
International Monetary Fund (IMF) - Research Department and The Institute of Financial Planners of Hong Kong
Downloads 552 (64,183)

Abstract:

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3.

Time-Varying Volatility and the Dynamic Behavior of the Term Structure

Number of pages: 29 Posted: 27 Apr 2000 Last Revised: 26 Jul 2010
Victor K. Ng and Robert F. Engle
International Monetary Fund (IMF) - Research Department and New York University (NYU) - Department of Finance
Downloads 61 (443,199)

Abstract:

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4.

Heath, Jarrow and Morton Implied Volatility Functions and Conditional Heteroskedasticity Models: Information in Eurodollar Futures Options

Posted: 25 Aug 1998
Kaushik I. Amin and Victor K. Ng
Lehman Brothers and International Monetary Fund (IMF) - Research Department

Abstract:

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5.

Correlation Structure of the Permanent and Temporary Components of International Stock Market Prices

Posted: 24 Aug 1998
Ray Y. Chou and Victor K. Ng
Academia Sinica and International Monetary Fund (IMF) - Research Department

Abstract:

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6.

Modeling the Time Varying Comovement of Asset Returns

Posted: 25 Apr 1998
Kenneth F. Kroner and Victor K. Ng
BlackRock, Inc - San Francisco and International Monetary Fund (IMF) - Research Department

Abstract:

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7.

Inferring Future Volatility from the Information in Implied Volatility in Eurodollar Options: A New Approach

REVIEW OF FINANCIAL STUDIES, Vol. 10 No. 2
Posted: 27 Feb 1997
Kaushik I. Amin and Victor K. Ng
Lehman Brothers and International Monetary Fund (IMF) - Research Department

Abstract:

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