Welcome to Shirley Huang’s Homepages
Dr Shirley Junying Huang
Address: 50 Stamford Rd, #05-01
Teaching: Linear Algebra and Regression, Global Financial Risk Management
and Numerical Methods
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