Volatility modelling using range-based measures and weighted exogenous threshold CARR model

by Ng, Kok Haur
Published 2019

Moment Properties And Quadratic Estimating Functions For Integer-Valued Time Series Models

by Mohamed, Ibrahim, Mohamad, Nurul Najihah, Ng, Kok Haur
Published 2018

Efficient estimation in ZIP models with applications to count data

by Mohamad, Nurul Najihah, Ng, Kok-Haur, Yahya, Mohd S.
Published 2018

Bond option pricing under the CKLS model

by Khor, C. Y., Pooi, Ah Hin *, Ng, Kok Haur
Published 2012

Modelling and forecasting with financial duration data using non-linear model

by Pooi, Ah Hin *, Ng, Kok Haur, Soo, Huei Ching *
Published 2016

Reserve estimate based on the claims data of individual customers

by Ang, Siew Ling, Pooi, Ah Him, Ng, Kok Haur
Published 2021

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

Efficient estimation in ZIP models with applications to count data

by Mohamad, Nurul Najihah, Mohamed, Ibrahim, Ng, Kok Haur, Yahya, Mohd Sahar
Published 2018

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

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

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

Change point detection in process control with robust individuals control chart

by Teoh, L.E., Ng, Kooi Huat, Ng, Kok Haur, Liew, Jeng Young, 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

Predicting automobile insurance fraud using classical and machine learning models

by Nordin, Shareh-Zulhelmi Shareh, Wah, Yap Bee, Ng, Kok Haur, Hashim, Asmawi, Norimah, Rambeli, Jalil, Norasibah Abdul
Published 2024