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

DOWNLOADS
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SSRN RANKINGS

Top 40,500

in Total Papers Downloads

1,773

SSRN CITATIONS
Rank 2,334

SSRN RANKINGS

Top 2,334

in Total Papers Citations

48

CROSSREF CITATIONS

510

Scholarly Papers (7)

1.

Measuring and Testing the Impact of News on Volatility

NBER Working Paper No. w3681
Number of pages: 32 Posted: 18 Jun 2004 Last Revised: 23 Jan 2022
Robert F. Engle and Victor K. Ng
New York University (NYU) - Department of Finance and International Monetary Fund (IMF) - Research Department
Downloads 1,148 (27,623)
Citation 46

Abstract:

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2.

Cointegration of International Stock Markat Indices

IMF Working Paper No. 94/94
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 558 (73,140)

Abstract:

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3.

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

NBER Working Paper No. w3682
Number of pages: 29 Posted: 27 Apr 2000 Last Revised: 25 Jul 2022
Victor K. Ng and Robert F. Engle
International Monetary Fund (IMF) - Research Department and New York University (NYU) - Department of Finance
Downloads 67 (477,721)

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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