Henry Mo

Credit Suisse - Fixed Income Division

Eleven Madison Avenue

New York, NY 10010

United States

SCHOLARLY PAPERS

3

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CITATIONS
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51

Scholarly Papers (3)

1.

Role of Autoregressive Conditional Skewness and Kurtosis in the Estimation of Conditional VaR

Number of pages: 31 Posted: 06 Sep 2006
Turan G. Bali, Henry Mo and Yi Tang
Georgetown University - Robert Emmett McDonough School of Business, Credit Suisse - Fixed Income Division and Fordham University - Gabelli School of Business
Downloads 869 (26,312)
Citation 1

Abstract:

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conditional value at risk, GARCH, skewed generalized t distribution, conditional skewness and kurtosis

2.

International Capital Asset Pricing: Evidence from Options

Number of pages: 49 Posted: 08 Mar 2006
Henry Mo and Liuren Wu
Credit Suisse - Fixed Income Division and City University of New York, CUNY Baruch College - Zicklin School of Business
Downloads 226 (134,347)
Citation 2

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International capital asset pricing, options, stochastic volatility, time-changed Levy processes

3.

World Trade Flows: 1962-2000

NBER Working Paper No. w11040
Number of pages: 65 Posted: 06 Oct 2005 Last Revised: 02 Sep 2010
University of California, Davis - Department of Economics, National Bureau of Economic Research (NBER) at New York (Deceased), The Conference Board, University of San Diego and Credit Suisse - Fixed Income Division
Downloads 222 (136,682)
Citation 2

Abstract:

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