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Hang Chan Sdn Bhd Kuala Lumpur, corporate profile and product articles.
Address: Department of Statistics The Chinese University of Hong Kong Shatin, N.T., Hong Kong: Tel: (852)-26097931 Fax: (852)-26035188 E-mail: [email protected]
NGAI HANG CHAN. Dr. Chan is Head and Chair Professor of Statistics at the Chinese University of Hong Kong. He has published extensively in the areas of time series, statistical ...
PUBLIC STATEMENT in respect of Mrs. Eleanor Law Kwai Chun Kwok, Mr. Edward Chou Fan Chen and Mr. Peter Hang Chan Tong (resigned as at 20th May 2000)
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Hang Chan Sdn Bhd Kuala Lumpur, corporate profile and product articles.
Abstract: Value-at-Risk (VaR) is a commonly used risk measure adopted by financial engineers and regulators alike. Many of the techniques used in calculating VaR ...
Abstract: Recently a flexible class of semiparametric copula-based multivariate GARCH models has been proposed to quantify multivariate risks, in which univariate GARCH ...
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