CURRICULUM VITAE

PROF. DR. NG KOK HAUR

(Not Applicable)
Dr. Ng Kok Haur is a Professor of Statistics at the Institute of Mathematical Sciences (ISM) and the Deputy Head of ISM (Research), Faculty of Science, Universiti Malaya. He also served as the Chairperson of the Centre of Research for Statistical Modelling and Methodology, Universiti Malaya. His research interests include volatility modelling and applications, modelling and analysis of high frequency data arising in financial economics, and statistical control charts. Dr. Ng actively publishes in peer-reviewed journals indexed by Web of Science, Scopus, and other reputable databases. Among those journals including The North American Journal of Economics and Finance, Journal of Empirical Finance, Studies in Nonlinear Dynamics and Econometrics, Finance Research Letters, International Review of Economics & Finance, Economic Analysis and Policy, Communications in Statistics - Simulation and Computation, Expert Systems with Applications and European Journal of Industrial Engineering. He has also been awarded with several research grants, including the Fundamental Research Grant Scheme from the Ministry of Higher Education Malaysia. He is currently supervising Ph.D. and M.Sc. students in various areas of statistics, financial econometrics, finance, and economics. Apart from that, he serves as associate editors for journals such as the Journal of Statistical Computation and Simulation (WoS SCIE-cited Q3), reviewers for various journals, a guest editor for a special issue of the Malaysian Journal of Science, External Advisors for undergraduate and postgraduate programmes, thesis examiners, committee members for local and international conferences and invited and contributed speakers at conferences.
PROFILE
Address
Institute of Mathematical Sciences, Faculty of Science Office of The, University of Malaya, 50603 Kuala Lumpur, Malaysia
Website
umexpert.um.edu.my/kokhaur
CONTACT
Telephone
+603-79674338
+6012-4782722
Email
kokhaur
RESEARCH ID
QR Code
Orcid id
https://orcid.org/0000-0002-8763-7586
Researcher id
B-9228-2010
Scopus id
57193313752
ACADEMIC QUALIFICATION
Doctoral Degree (phd), Statistics, Universiti Malaya (um), 2006
Master Degree, Applied Statistics, Universiti Putra Malaysia (upm), 2002
Bachelor Degree, Mathematics, Universiti Putra Malaysia (upm), 2000
PROFESSIONAL MEMBERSHIP/ FELLOWSHIP
Member, Member of Cmstatistics, International
WORKING EXPERIENCE
RESEARCH ACHIEVEMENT
Research Areas
Volatility modelling, Duration modelling, Statistical control charts
H Index: 8.00
Total Journal Publication: 51
Sum of Citation: 187.00
Books: 0
Proceedings: 1
Research Grants: More than RM Six hundred and twenty seven thousand forty seven