2006 | ||
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3 | EE | Jing Yao, Zhongfei Li, Kai W. Ng: Model Risk in Var Estimation: an Empirical Study. International Journal of Information Technology and Decision Making 5(3): 503-512 (2006) |
2 | EE | Kenny Y. F. Chan, Stephen M. S. Lee, Kai W. Ng: Minimum variance unbiased estimation based on bootstrap iterations. Statistics and Computing 16(3): 267-277 (2006) |
2005 | ||
1 | EE | Zhongfei Li, Kai W. Ng: Looking for Arbitrage or Term Structures in Frictional Markets. WINE 2005: 612-621 |
1 | Kenny Y. F. Chan | [2] |
2 | Stephen M. S. Lee | [2] |
3 | Zhongfei Li | [1] [3] |
4 | Jing Yao | [3] |