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 2 4 11 40
Total Working Papers 0 0 0 12 2 4 11 40

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 5 5 8 13
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 2 2 5 65
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model 0 1 2 26 7 17 33 107
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 24 4 8 15 116
Efficient modelling and forecasting with range based volatility models and its application 0 0 1 6 2 3 11 49
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 7 9 17 104
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 0 0 4 13 2 7 21 40
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 0 2 0 1 5 11
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 1 1 20 1 3 11 102
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model 0 0 6 19 5 7 25 65
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 1 44 2 12 29 146
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 0 0 0 1 3 8 17
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 1 2 19 2 9 27 97
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 1 2 9 99
Total Journal Articles 0 3 18 217 41 88 224 1,031

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Statistics updated 2026-05-06