Concepedia
Statistics
Publications
40
Citations
8.9K
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 asset pricing, business, and finance.
Top concepts
FinanceBusinessAsset PricingFinancial EconomicsVolatility ModelingMedicineEconomicsPublic HealthEngineeringFertility
Publications per year
1990–2023
Measuring and Testing the Impact of News on Volatility
Robert F. Engle, Victor Ng · The Journal of Finance · 1993 · 3.7K citations
Volatility Modeling, Volatility Estimates, Engineering +11
Modeling Asymmetric Comovements of Asset Returns
Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations
Empirical Finance, Volatility Modeling, Multivariate Stochastic Volatility +15
Robert Engle, Victor Ng · The Journal of Finance · 1993 · 763 citations
Volatility Modeling, Volatility Estimates, Engineering +14
Asset pricing with a factor-arch covariance structure
Robert F. Engle, Victor Ng, Michael Rothschild · Journal of Econometrics · 1990 · 537 citations · Full text
Economics, Computational Finance, Financial Economics +3
Correlations in Price Changes and Volatility across International Stock Markets
Yasushi Hamao, Ronald W. Masulis, Victor Ng · Review of Financial Studies · 1990 · 318 citations
Economics, Volatility Modeling, Financial Economics +11
1–5 of 40