Amanote Research

Amanote Research

    RegisterSign In

Discover open access scientific publications

Search, annotate, share and cite publications


Publications by Victor K. Ng

Asset Pricing With a Factor-Arch Covariance Structure

Journal of Econometrics
Philosophy of ScienceApplied MathematicsEconomicsEconometricsHistory
1990English

Related publications

Asset Pricing With a Bank Risk Factor

Journal of Money, Credit and Banking
AccountingEconomicsEconometricsFinance
2018English

International Asset Pricing With Recursive Preferences

Journal of Finance
AccountingEconomicsEconometricsFinance
2013English

Asset Pricing Model Specification and the Term Structure Evidence

1985English

Asset Pricing With Horizon-Dependent Risk Aversion

SSRN Electronic Journal
2014English

Solving Asset Pricing Models With Stochastic Volatility

SSRN Electronic Journal
2014English

Asset Pricing With Second-Order Esscher Transforms

SSRN Electronic Journal
2010English

International Asset Pricing With Alternative Distributional Specifications

Journal of Empirical Finance
EconomicsFinanceEconometrics
1993English

A Delegated-Agent Asset-Pricing Model

Financial Analysts Journal
AccountingEconomicsFinanceEconometrics
2005English

Consumption-Based Asset Pricing With Higher Cumulants

SSRN Electronic Journal
2007English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2026 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy