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Chan, Ngai Hang’ AUTHOR PAGE
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E-Mail: nhchan@sta.cuhk.edu.hk
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webpage: http://www.sta.cuhk.edu.hk/nhchan/
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Affiliation: The Chinese University of Hong Kong
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Handbook of Financial Risk Management: Simulations and Case Studies 2013
Chan, Ngai Hang
Wong, Hoi Ying
 
Striking a balance between theory and practice, the Handbook of Financial Risk Management: Simulations and Case Studies demonstrates how simulation al...
Simulation Techniques in Financial Risk Manaagement 2006
Chan, Ngai Hang
Wong, Hoi Ying
 
This unique resource provides simulation techniques for financial risk managers ensuring you become well versed in many recent innovations, including ...
Saddle Point Approximation and Volatility Estimation of Value-at-Risk 2010
Chan, Ngai Hang
Tian, Maozai
 
Many of the techniques used in calculating VaR rely on simulations that can be difficult and time consuming. One of the objectives of this paper is to...
Interval Estimation for the Value-at-Risk Based on GARCH Models with Heavy Tailed Innovations 2005
Chan, Ngai Hang
Deng, Shi-Jie
Peng, Liang
Xia, Zhendong
 
ARCH and GARCH models are widely used to model financial market volatilities inmany risk management applications. Based on a GARCH model with heavy-ta...
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