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 1 4 30
Total Working Papers 0 0 0 12 0 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 2 25 2 4 8 79
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 0 1 2 6 0 1 4 39
Estimating and simulating Weibull models of risk or price durations: An application to ACD models 0 0 0 20 0 2 3 89
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators 2 2 7 11 3 4 16 23
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution 0 0 1 2 0 1 4 8
Modelling and Forecasting with Financial Duration Data Using Non-linear Model 0 0 1 19 0 1 5 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 5 16 1 3 15 45
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure 0 0 3 43 0 1 13 118
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 2 3 12 77
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics 0 0 0 15 0 2 6 92
Total Journal Articles 3 6 23 206 8 24 94 839

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Statistics updated 2025-09-05