ARTICLE IN ACADEMIC JOURNALS
| NO | DETAILS OF ARTICLE IN ACADEMIC JOURNALS |
|---|---|
| 1. |
Super-replication of life-contingent options under the Black-Scholes framework
2024
Author(s) : Koh You Beng Source :
JOURNAL OF APPLIED PROBABILITY
DOI :
10.1017/jpr.2024.10
|
| 2. |
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators
2024
Author(s) : Ng Kok Haur, Koh You Beng Source :
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
DOI :
10.1016/j.najef.2024.102112
|
| 3. |
An alternative hyper-Poisson integer-valued GARCH model with application to polio, internet protocol and COVID-19 data
2023
Source :
AIMS MATHEMATICS
DOI :
10.3934/math.20231491
|
| 4. |
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
|
| 5. |
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
|
| 6. |
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
|
| 7. |
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
|
| 8. |
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
|
| 9. |
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
|
| 10. |
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
|
| 11. |
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
|
| 12. |
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) : Prof. Dr. Ng Kok Haur, Ng Kooi Huat, Jennifer So-kuen Chan, Mahatelge Shelton Peiris |
|
end |
|
Forecasting Of Financial Return Series Using Return Model : Stylized Facts And Distributional Assumption
Researcher(s) : Prof. Dr. Ng Kok Haur |
|
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 |
|
end |