Access Statistics for Kok Haur Ng

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 12 12 0 0 16 16
Total Working Papers 0 0 12 12 0 0 16 16


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 2 2 0 0 40 46
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 1 3 9 12 2 10 53 64
Efficient modelling and forecasting with range based volatility models and its application 0 0 0 2 0 1 4 20
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 14 0 0 8 75
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 3 18 1 2 9 77
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 3 3 3 0 5 7 7
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 3 5 0 0 13 23
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 12 0 1 5 69
Total Journal Articles 1 6 20 68 3 19 139 381


Statistics updated 2020-09-04