CURRICULUM VITAE

MISS TAN SHAY KEE

PHD(UM)(2022), MASTER(UM)(2010),BSC(UMS)(2001),STPM(1997),SPM(1995)
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
QR Code
Orcid id
https://orcid.org/0009-0004-9120-1015
Researcher id
PCR-6827-2025
Scopus id
55455679000
ACADEMIC QUALIFICATION
Doctoral Degree (PhD), Statistik Matematik, Universiti Malaya (UM), 2022
Master Degree, Science, Universiti Malaya (UM), 2010
Bachelor Degree, Mathematics With Economics, Universiti Malaya (UM), 2001
PROFESSIONAL MEMBERSHIP/ FELLOWSHIP
WORKING EXPERIENCE
RESEARCH ACHIEVEMENT
Research Areas
Financial time series analysis, Volatility modelling, Financial economics, Multivariate time series
H Index: -
Total Journal Publication: 4
Sum of Citation: -
Proceedings: 0
Research Grants: More than RM Invalid input