My research interests lie in financial time series analysis, volatility modelling, and statistical forecasting, with applications in financial econometrics and risk management. I focus on developing and applying advanced statistical and machine learning methods to model complex dynamics in financial markets. My research also investigates volatility spillovers, market connectedness, and the impact of macroeconomic and geopolitical events on asset price behaviour.
PROFILE
Address
Institute of Mathematical Sciences, Faculty of Science Office of The, University of Malaya, 50603 Kuala Lumpur, Malaysia
Website
umexpert.um.edu.my/shaykee
CONTACT
Telephone
79676815
Email
shaykee
RESEARCH ID
Orcid id
https://orcid.org/0009-0004-9120-1015
Researcher id
PCR-6827-2025
Scopus id
55455679000