Wing Lon Ng

Bounded Rationality Advancement in Computational Intelligence Laboratory (BRACIL)

United Kingdom

SCHOLARLY PAPERS

3

DOWNLOADS

81

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (3)

1.

Reducing Basel III Capital Requirements with Dynamic Conditional Correlation and Monte Carlo Simulation

Number of pages: 12 Posted: 18 Jan 2016
Manuel Kleinknecht and Wing Lon Ng
University of Essex and Bounded Rationality Advancement in Computational Intelligence Laboratory (BRACIL)
Downloads 79 (425,931)

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Basel III, DCC Simulations, PBIL

2.

The Signalling Properties of the Shape of the Credit Default Swap Term Structure

Journal of Risk, Vol. 17, No. 4, 2015
Number of pages: 30 Posted: 29 Jun 2016
University of Essex - Centre for Computational Finance and Economic Agents, University of Essex - Essex Business School and Bounded Rationality Advancement in Computational Intelligence Laboratory (BRACIL)
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credit risk, CDS term structure, Nelson–Siegel, implied volatility

3.

The Effect of the Real-Estate Downturn on the Link between REIT's and the Stock Market

Posted: 10 Dec 2008
Wing Lon Ng and Steven C. J. Simon
Bounded Rationality Advancement in Computational Intelligence Laboratory (BRACIL) and Free University of Brussels

Abstract:

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Real-estate, asymmetric tails, extreme-value dependence