On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

by Tan, Shay Kee, Chan, Jennifer So Kuen, Ng, Kok Haur
Published 2020

Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model

by Tan, Shay Kee, Chan, Jennifer So Kuen, Ng, Kok Haur
Published 2022

Predicting returns, volatilities and correlations of stock indices using multivariate conditional autoregressive Range and return models

by Tan, Shay Kee, Ng, Kok Haur, Chan, Jennifer So-Kuen
Published 2023

Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

by Tan, Shay Kee, Ng, Kok Haur, Chan, Jennifer So Kuen, Mohamed, Ibrahim
Published 2019