Welcome to Shirley Huang’s Homepages



                                                                          Dr Shirley Junying Huang

                                                           Email: shirleyhuang@smu.edu.sg

                                                           Tel:  65-68280927

                                                           Fax: 65-68280777

                                                           Address: 50 Stamford Rd, #05-01 Singapore 178899

                                                           Teaching:  Linear Algebra and Regression, Global Financial Risk Management

                                                                             and Numerical Methods



                                                               - 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