Details about Kok Haur Ng
Access statistics for papers by Kok Haur Ng.
Last updated 2019-10-31. Update your information in the RePEc Author Service.
Jump to Journal Articles
- Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
International Review of Economics & Finance, 2019, 61, (C), 188-212
- Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models
Studies in Nonlinear Dynamics & Econometrics, 2019, 23, (2), 22
- Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
The North American Journal of Economics and Finance, 2019, 47, (C), 537-551
- Efficient modelling and forecasting with range based volatility models and its application
The North American Journal of Economics and Finance, 2017, 42, (C), 448-460 View citations (1)
- Modelling and Forecasting with Financial Duration Data Using Non-linear Model
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH, 2016, 50, (2), 79-92
- Estimating and simulating Weibull models of risk or price durations: An application to ACD models
The North American Journal of Economics and Finance, 2013, 25, (C), 214-225 View citations (8)
- The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
Economics Letters, 2013, 120, (1), 117-122 View citations (1)
The links between different versions of a paper are constructed automatically by matching on the titles.
Please contact if a link is incorrect.
Use this form
to add links between versions where the titles do not match.