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Welcome to Shirley Huang’s Homepages |
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Dr Shirley Junying Huang
Email:
shirleyhuang@smu.edu.sg
Tel: 65-68280927
Fax: 65-68280777
Address: 50 Stamford Rd, #05-01
Teaching: Linear Algebra and
Regression, Global Financial Risk Management
and Numerical Methods
Research:
- Publications:
1. Shirley J. Huang and J. Yu "On stiffness in Affine Asset Pricing
Models",
Journal of
Computational Finance, 2007, 10, 99-123.
2.
Shirley J. Huang, Q Liu and J. Yu "Realized Daily
Variance of S&P500 Cash Index: A Revaluation of Stylized Facts",
Annals of Economics and Finance, 2007, 8, 33-56.
- Working Paper:
1. An
Efficient Method for Maximum Likelihood Estimation of a Stochastic Volatility
Model with
J. Yu