EconPapers    
Economics at your fingertips  
 

Details about Kok Haur Ng

Homepage:https://umexpert.um.edu.my/kokhaur
Workplace:Universiti Malaya, Institut Sains Matematik

Access statistics for papers by Kok Haur Ng.

Last updated 2019-10-31. Update your information in the RePEc Author Service.

Short-id: png260


Jump to Journal Articles

Journal Articles

2019

  1. Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
    International Review of Economics & Finance, 2019, 61, (C), 188-212 Downloads
  2. 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 Downloads
  3. 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 Downloads

2017

  1. 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 Downloads View citations (1)

2016

  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 Downloads

2013

  1. 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 Downloads View citations (8)
  2. The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
    Economics Letters, 2013, 120, (1), 117-122 Downloads View citations (1)
 
Page updated 2019-11-01