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 4 13 42
Total Working Papers 0 0 0 12 1 4 13 42


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 5 7 13
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 3 6 66
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model 0 0 1 26 3 11 34 111
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 24 0 5 16 117
Efficient modelling and forecasting with range based volatility models and its application 0 0 1 6 0 3 12 50
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 0 7 15 104
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 0 0 4 13 0 2 20 40
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 0 2 0 1 5 12
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 1 20 0 2 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 5 19 0 7 25 67
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 1 44 1 3 30 147
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 1 1 1 1 3 9 19
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 2 19 0 2 23 97
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 0 2 10 100
Total Journal Articles 0 1 17 218 5 56 223 1,046


Statistics updated 2026-07-10