Ming Fang

Martin Tuchman School of Management, New Jersey Institute of Technology

Assistant Professor

United States

SCHOLARLY PAPERS

2

DOWNLOADS

461

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

An Empirical Study of Bank Stress Testing for Auto Loans

Journal of Financial Stability, Forthcoming
Number of pages: 42 Posted: 08 Apr 2015 Last Revised: 04 Oct 2018
Deming Wu, Ming Fang and Qing Wang
Government of the United States of America - Office of the Comptroller of the Currency (OCC), Martin Tuchman School of Management, New Jersey Institute of Technology and Southwestern University of Finance and Economics (SWUFE)
Downloads 417 (69,724)

Abstract:

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Auto loan defaults, stress testing, model instability, loan age, macroeconomic variables, used car prices

2.

Unbiased Weighted Variance and Skewness Estimators for Overlapping Returns

Number of pages: 10 Posted: 17 Jul 2017 Last Revised: 01 Jun 2018
Stephen Michael Taylor and Ming Fang
New Jersey Institute of Technology and Martin Tuchman School of Management, New Jersey Institute of Technology
Downloads 44 (412,226)

Abstract:

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overlapping returns, unbiased skewness, asset returns, weighted estimator, variance ratio test