Access Statistics for Ng Kok Haur

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Structural Change Analysis of Active Cryptocurrency Market 0 0 0 12 1 6 8 37
Total Working Papers 0 0 0 12 1 6 8 37

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process 0 0 0 2 0 2 3 8
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 2 3 63
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model 1 1 2 26 5 11 22 95
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 1 1 24 1 5 8 109
Efficient modelling and forecasting with range based volatility models and its application 0 0 2 6 0 6 11 46
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 0 3 9 95
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 0 1 6 13 1 8 17 34
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 1 2 1 3 6 11
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 1 1 1 20 1 5 10 100
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model 0 1 6 19 0 7 18 58
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 1 1 44 1 15 22 135
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 0 0 0 2 5 8 16
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 1 2 2 19 4 11 23 92
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 1 2 9 98
Total Journal Articles 3 8 22 217 17 85 169 960

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Statistics updated 2026-03-04