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 0 0 3 29
Total Working Papers 0 0 0 12 0 0 3 29

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 1 2 1 1 3 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 1 1 3 25 2 3 9 77
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models 0 0 2 23 0 0 4 101
Efficient modelling and forecasting with range based volatility models and its application 0 0 1 5 0 0 3 38
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 2 2 4 89
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 0 1 8 9 1 2 17 20
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 2 2 0 1 4 7
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 1 19 1 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 0 1 4 14 0 2 15 42
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 3 43 0 0 14 117
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models 0 0 0 0 1 2 3 10
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data 0 0 1 17 0 5 9 74
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 0 0 4 90
Total Journal Articles 1 3 26 201 8 19 95 823

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Statistics updated 2025-07-04