NG KOK HAUR
Names
Identifer
Contact
Affiliations
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Universiti Malaya, Institut Sains Matematik
- http://fs.um.edu.my/department-institute/institute-of-mathematical-science
- location: Malaysia, Kuala Lumpur
Research profile
author of:
- Structural Change Analysis of Active Cryptocurrency Market (RePEc:arx:papers:1909.10679)
by C. Y. Tan & Y. B. Koh & K. H. Ng & K. H. Ng - Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models (RePEc:bpj:sndecm:v:23:y:2019:i:2:p:22:n:4)
by Chan Jennifer So Kuen & Ng Kok-Haur & Nitithumbundit Thanakorn & Peiris Shelton - Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model (RePEc:bpj:sndecm:v:26:y:2022:i:3:p:437-474:n:6)
by Tan Shay Kee & Chan Jennifer So Kuen & Ng Kok Haur - Modelling and Forecasting with Financial Duration Data Using Non-linear Model (RePEc:cys:ecocyb:v:50:y:2016:i:2:p:79-92)
by Pooi AH-HIN & Ng KOK-HAUR & Soo HUEI-CHING - Estimating and simulating Weibull models of risk or price durations: An application to ACD models (RePEc:eee:ecofin:v:25:y:2013:i:c:p:214-225)
by Allen, David & Ng, K.H. & Peiris, Shelton - Efficient modelling and forecasting with range based volatility models and its application (RePEc:eee:ecofin:v:42:y:2017:i:c:p:448-460)
by Ng, Kok Haur & Peiris, Shelton & Chan, Jennifer So-kuen & Allen, David & Ng, Kooi Huat - Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data (RePEc:eee:ecofin:v:47:y:2019:i:c:p:537-551)
by Tan, Shay-Kee & Ng, Kok-Haur & Chan, Jennifer So-Kuen & Mohamed, Ibrahim - Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model (RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000164)
by Tan, Chia-Yen & Koh, You-Beng & Ng, Kok-Haur & Ng, Kooi-Huat - Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators (RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378)
by Khoo, Zhi De & Ng, Kok Haur & Koh, You Beng & Ng, Kooi Huat - The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics (RePEc:eee:ecolet:v:120:y:2013:i:1:p:117-122)
by Allen, David & Ng, K.H. & Peiris, Shelton - On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure (RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318305105)
by Tan, Shay-Kee & Chan, Jennifer So-Kuen & Ng, Kok-Haur - Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions (RePEc:eee:reveco:v:61:y:2019:i:c:p:188-212)
by Chan, Jennifer So-Kuen & Ng, Kok-Haur & Ragell, Rachel - Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution (RePEc:gam:jmathe:v:10:y:2022:i:10:p:1621-:d:812347)
by Yiing Fei Tan & Kok Haur Ng & You Beng Koh & Shelton Peiris - Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process (RePEc:gam:jmathe:v:10:y:2022:i:22:p:4380-:d:979124)
by Jing Jia Zhou & Kok Haur Ng & Kooi Huat Ng & Shelton Peiris & You Beng Koh - Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models (RePEc:gam:jmathe:v:11:y:2022:i:1:p:13-:d:1009212)
by Shay Kee Tan & Kok Haur Ng & Jennifer So-Kuen Chan