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 1 4 30
Total Working Papers 0 0 0 12 1 1 4 30

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 1 2 6
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions 0 0 0 7 0 0 0 60
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model 0 1 3 25 0 3 8 77
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 1 23 0 0 3 101
Efficient modelling and forecasting with range based volatility models and its application 1 1 2 6 1 1 4 39
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 0 2 4 89
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 0 0 8 9 0 1 17 20
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 2 2 1 2 5 8
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 1 19 0 1 6 92
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model 1 2 4 15 2 4 15 44
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 3 43 1 1 14 118
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 0 0 0 0 1 3 10
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 1 17 1 5 10 75
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 2 2 6 92
Total Journal Articles 2 4 25 203 8 24 97 831

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Statistics updated 2025-08-05