ARTICLE IN ACADEMIC JOURNALS
NO | DETAILS OF ARTICLE IN ACADEMIC JOURNALS |
---|---|
1. |
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution
2022
Author(s) : Ng Kok Haur,Koh You Beng Source : MATHEMATICS DOI : 10.3390/math10101621 |
2. |
Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process
2022
Author(s) : Ng Kok Haur,Koh You Beng Source : MATHEMATICS DOI : 10.3390/math10224380 |
3. |
Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model
2021
Author(s) : Ng Kok Haur,Koh You Beng Source : NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE DOI : 10.1016/j.najef.2021.101377 |
4. |
MODEL SELECTION BASED ON VALUE-AT-RISK BACKTESTING APPROACH FOR GARCH-TYPE MODELS
2020
Author(s) : Ng Kok Haur,Koh You Beng Source : JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION |
5. |
MODEL SELECTION BASED ON VALUE-AT-RISK BACKTESTING APPROACH FOR GARCH-TYPE MODELS
2020
Author(s) : Ng Kok Haur,Koh You Beng Source : JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION DOI : 10.3934/jimo.2019021 |
6. |
Parameter-driven state-space model for integer-valued time series with application
2019
Author(s) : Ibrahim Bin Mohamed,Koh You Beng Source : JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION |
7. |
MODELLING AND FORECASTING COUNT DATA WITH A MODEL BASED ON MULTIVARIATE POWER-NORMAL DISTRIBUTION: A COMPARATIVE STUDY WITH AN APPLICATION
2019
Author(s) : Ng Kok Haur,Koh You Beng Source : ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH DOI : 10.24818/18423264/53.3.19.13 |
8. |
MODELLING AND FORECASTING COUNT DATA WITH A MODEL BASED ON MULTIVARIATE POWER-NORMAL DISTRIBUTION: A COMPARATIVE STUDY WITH AN APPLICATION
2019
Author(s) : Koh You Beng Source : ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH |
9. |
Prediction of the Start of Next Recession
2016
Author(s) : Koh You Beng Source : Journal of Accounting, Finance and Economics |
PROCEEDING
NO | DETAILS OF PROCEEDING |
---|---|
1. |
An indicator for month-trading of stocks
2021
Author(s) : Koh You Beng |
2. |
Moment structures of parameter-driven count time series models
2016
Author(s) : Koh You Beng |
RESEARCH PROJECT
GRANT | PROGRESS | STATUS |
---|---|---|
On The Hazard Function Of Duration Models Applied To High Frequency Financial Data
Researcher(s) : Associate Prof. Dr. Ng Kok Haur,Ng Kooi Huat,Jennifer So-kuen Chan,Mahatelge Shelton Peiris
(Fundamental Research Grant Scheme (FRGS)) |
|
end |
Forecasting Of Financial Return Series Using Return Model : Stylized Facts And Distributional Assumption
Researcher(s) : Associate Prof. Dr. Ng Kok Haur
(Bantuan Khas Penyelidikan (BKP Special)) |
|
end |
RESEARCH COLLABORATOR
GRANT | PROGRESS | STATUS |
---|---|---|
A Class Of Mixed Integer Time Series Models, Coherent Forecasting And Statistical Inference
Researcher(s) : Dr. Ng Choung Min,Dr. Koh You Beng
(Fundamental Research Grant Scheme (FRGS)) |
|
end |