| 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 | 55 | 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 | 27 | 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 | 20 | 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 | 19 | 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 | 13 | 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 | 13 | 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 | 12 | 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 | 11 | 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 | 11 | 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 | 11 | 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 | 9 | 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 | 8 | 2013 |
| Calibration intervals in linear regression models KH Ng, AH Pooi Communications in Statistics-Theory and Methods 37 (11), 1688-1696, 2008 | 8 | 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 | 4 | 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 | 4 | 2015 |
| Combining forecast weights: Why and how? YC Yin, N Kok-Haur, L Hock-Eam AIP Conference Proceedings 1482 (1), 351-356, 2012 | 4 | 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 | 3 | 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 | 3 | 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 | 3 | 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 | 3 | 2016 |
Jennifer S.K. ChanThe University of SydneyVerified email at maths.usyd.edu.au
