Concepedia

Victor Ng

VN

Statistics

Publications

41

Citations

9K

H-Index

26

Active since

1990

Affiliations

Western University(Current)

College of Family Physicians of Canada

University of Toronto

International Monetary Fund

University of Michigan

Victor Ng is an author at Western University specializing in financial economics, economics, and finance.

ORCID

Publications per year

1990–2023

41

Publications

41

Measuring and Testing the Impact of News on Volatility

Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations

, , +17

Modeling Asymmetric Comovements of Asset Returns

Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations

, , +17

Measuring and Testing the Impact of News on Volatility

Robert Engle, Victor Ng · The Journal of Finance · 1993 · 765 citations

, , +17

Asset pricing with a factor-arch covariance structure

Robert F. Engle, Victor Ng, Michael Rothschild · Journal of Econometrics · 1990 · 539 citations · Full text

, , +14

Correlations in Price Changes and Volatility across International Stock Markets

Yasushi Hamao, Ronald W. Masulis, Victor Ng · Review of Financial Studies · 1990 · 318 citations

, , +17

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