Model selection based on value-at-risk backtests approach for GARCH-type models

by Koh, You Beng
Published 2019

Prediction of the start of next recession

by Pooi, Ah Hin *, Koh, You Beng
Published 2016

Modelling trade durations using dynamic logarithmic component acd model with extended generalised inverse gaussian distribution

by Tan, Yiing Fei, Ng, Kok Haur, Koh, You Beng, Peiris, Shelton
Published 2022

Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model

by Tan, Chia-Yen, Koh, You-Beng, Ng, Kok-Haur, Ng, Kooi-Huat
Published 2021

Structural change analysis of active cryptocurrency market

by Yen, Tan Chia, Koh, You Beng, Ng, Kok Haur, Huat, Ng Kooi
Published 2022

Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators

by De Khoo, Zhi, Ng, Kok Haur, Koh, You Beng, Ng, Kooi Huat
Published 2024

An indicator for month-trading of stocks

by Teoh, L.E., Koh, You Beng, Ng, Yew Seong, Pooi, Ah Hin, Ng, W.S.
Published 2021

Asymmetric control limits for weighted-variance mean control chart with different scale estimators under Weibull distributed process

by Zhou, Jing Jia, Ng, Kok Haur, Ng, Kooi Huat, Peiris, Shelton, Koh, You Beng
Published 2022