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 3 6 10 36
Total Working Papers 0 0 0 12 3 6 10 36

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 2 2 3 8
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 2 3 3 63
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model 0 0 1 25 5 10 17 90
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 1 1 1 24 3 5 7 108
Efficient modelling and forecasting with range based volatility models and its application 0 0 2 6 6 7 11 46
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 3 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 4 8 18 33
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 1 2 2 2 5 10
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 0 19 2 6 9 99
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model 0 2 6 19 4 9 19 58
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 1 1 1 44 5 16 22 134
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 0 0 0 1 3 6 14
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 1 1 1 18 4 9 20 88
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 1 3 10 97
Total Journal Articles 3 6 19 214 44 86 159 943

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2026-02-12