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 0 1 13 43
Total Working Papers 0 0 0 12 0 1 13 43

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 0 7 13
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 0 6 66
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model 0 0 1 26 1 2 33 113
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 24 0 3 17 120
Efficient modelling and forecasting with range based volatility models and its application 0 0 0 6 1 2 13 52
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 0 1 16 105
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 1 2 3 15 1 5 20 45
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 0 2 0 0 4 12
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 1 20 0 0 11 103
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model 0 0 2 19 2 3 23 70
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 1 44 0 4 33 151
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 0 1 1 0 0 9 19
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 2 19 1 1 19 98
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 0 1 8 101
Total Journal Articles 1 2 12 220 6 22 219 1,068

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Statistics updated 2026-10-11