Assoc. Prof. Dr. Ng Kok Haur
Assoc. Prof. Dr. Ng Kok Haur
Institute of Mathematical Sciences, Faculty of Science, Universiti Malaya
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Cited by
Cited by
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure
SK Tan, JSK Chan, KH Ng
Finance Research Letters 32, 101075, 2020
Estimating and simulating Weibull models of risk or price durations: An application to ACD models
D Allen, KH Ng, S Peiris
The North American Journal of Economics and Finance 25, 214-225, 2013
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
CY Tan, YB Koh, KH Ng, KH Ng
The North American Journal of Economics and Finance 56, 101377, 2021
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
SK Tan, KH Ng, JSK Chan, I Mohamed
The North American Journal of Economics and Finance 47, 537-551, 2019
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application
KH Ng, S Peiris, R Gerlach
Expert systems with applications 41 (7), 3323-3332, 2014
On estimation of autoregressive conditional duration (ACD) models based on different error distributions
D Pathmanathan, KH Ng, P Shelton
Sri Lankan Journal of Applied Statistics 10, 251-269, 2009
Efficient modelling and forecasting with range based volatility models and its application
KH Ng, S Peiris, JS Chan, D Allen, KH Ng
The North American Journal of Economics and Finance 42, 448-460, 2017
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
JSK Chan, KH Ng, R Ragell
International Review of Economics & Finance 61, 188-212, 2019
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
D Allen, KH Ng, S Peiris
Economics Letters 120 (1), 117-122, 2013
A review of recent developments of financial time series: ACD modelling using the estimating function approach
MS Peiris, KH Ng, M Ibrahim
Sri Lankan Journal of Applied Statistics 8, 1-17, 2007
Structural change analysis of active cryptocurrency market
CY Tan, YB Koh, KH Ng
Asian Academy of Management Journal of Accounting and Finance 18 (2), 63-85, 2022
Modelling high frequency transactions data in financial economics: A comparative study based on simulations
KH Ng, P Shelton
Economic computation and economic cybernetics studies and research 47 (2 …, 2013
Calibration intervals in linear regression models
KH Ng, AH Pooi
Communications in Statistics-Theory and Methods 37 (11), 1688-1696, 2008
Modelling and forecasting stock volatility and return: A new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model
SK Tan, JSK Chan, KH Ng
Studies in Nonlinear Dynamics & Econometrics 26 (3), 437-474, 2022
Modelling the risk or price durations in financial markets: Quadratic estimating functions and applications
KH Ng, P Shelton, A Thavaneswaran, KH Ng
Economic Computation & Economic Cybernetics Studies & Research 49 (1), 223-238, 2015
Combining forecast weights: Why and how?
YC Yin, N Kok-Haur, L Hock-Eam
AIP Conference Proceedings 1482 (1), 351-356, 2012
Modelling trade durations using dynamic logarithmic component ACD model with extended generalised inverse Gaussian distribution
YF Tan, KH Ng, YB Koh, S Peiris
Mathematics 10 (10), 1621, 2022
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models
JSK Chan, KH Ng, T Nitithumbundit, S Peiris
Studies in Nonlinear Dynamics & Econometrics 23 (2), 20170012, 2019
Fludarabine, high dose cytarabine and granulocyte colony-stimulating factor (flag) as consolidation chemotherapy in older patients with acute myeloid leukemia: A retrospective …
KB Law, KM Chang, NA Hamzah, KH Ng, TC Ong
Indian Journal of Hematology and Blood Transfusion 33 (4), 483-491, 2017
Modelling and forecasting with financial duration data using non-linear model
AH Pooi, KH Ng, HC Soo
Economic Computation and Economic Cybernetics Studies and Research 50 (2), 79-92, 2016
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