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

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