ARTICLE IN ACADEMIC JOURNALS
| NO | DETAILS OF ARTICLE IN ACADEMIC JOURNALS |
|---|---|
| 1. |
An improved control chart for monitoring fraction nonconforming based on the generalized beta distribution of the first kind
2025
Author(s) : Ng Kok Haur, Koh You Beng Source :
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
DOI :
10.1080/03610918.2025.2499058
|
| 2. |
Impact of ESG on Chinese-Listed Companies: From a New Perspective of Firm Value
2025
Author(s) : Ng Kok Haur, Lau Wee Yeap Source :
ASIA-PACIFIC FINANCIAL MARKETS
DOI :
10.1007/s10690-025-09542-6
|
| 3. |
Impact of unconventional monetary policy on stock market in selected economies during and post-COVID-19 pandemic
2025
Author(s) : Ng Kok Haur, Lau Wee Yeap Source :
ECONOMIC ANALYSIS AND POLICY
DOI :
10.1016/j.eap.2025.08.023
|
| 4. |
Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model
2025
Author(s) : Ng Kok Haur, Koh You Beng Source :
JOURNAL OF EMPIRICAL FINANCE
DOI :
10.1016/j.jempfin.2025.101617
|
| 5. |
A machine learning-enhanced three-stage SBM-DEA model with undesirable outputs for measuring green total factor productivity on a global scale
2025
Author(s) : Ng Kok Haur, Lau Wee Yeap Source :
FINANCE RESEARCH LETTERS
DOI :
10.1016/j.frl.2025.108611
|
| 6. |
IMPACT OF BREXIT ON MOMENT-BASED CONNECTEDNESS ACROSS FINANCIAL SECTORS IN THE UK'S STOCK MARKET
2025
Author(s) : Ng Kok Haur, Lau Wee Yeap Source :
SINGAPORE ECONOMIC REVIEW
DOI :
10.1142/S0217590825500080
|
| 7. |
Turning green into gold: How does green total factor productivity boost economic growth?
2025
Author(s) : Ng Kok Haur, Lau Wee Yeap Source :
OECONOMIA COPERNICANA
DOI :
10.24136/oc.3808
|
| 8. |
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
|
| 9. |
The application of fractional calculus in economic growth modelling: An approach based on regression analysis
2024
Author(s) : Ng Kok Haur Source :
HELIYON
DOI :
10.1016/j.heliyon.2024.e35379
|
| 10. |
Predicting automobile insurance fraud using classical and machine learning models
2024
Author(s) : Ng Kok Haur Source :
International Journal of Electrical and Computer Engineering
DOI :
10.11591/ijece.v14i1.pp911-921
|
| 11. |
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
2023
Author(s) : Ng Kok Haur Source :
MATHEMATICS
DOI :
10.3390/math11010013
|
| 12. |
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
2022
Author(s) : Ng Kok Haur Source :
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
DOI :
10.1515/snde-2019-0101
|
| 13. |
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
|
| 14. |
STRUCTURAL CHANGE ANALYSIS OF ACTIVE CRYPTOCURRENCY MARKET
2022
Author(s) : Ng Kok Haur Source :
Asian Academy of Management Journal of Accounting and Finance
DOI :
10.21315/aamjaf2022.18.2.4
|
| 15. |
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
|
| 16. |
Reserve Estimate Based on the Claims Data of Individual Customers
2021
Author(s) : Ng Kok Haur Source :
Malaysian Journal of Mathematical Sciences
|
| 17. |
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
|
| 18. |
On the sensitivity of robust control charts in monitoring contaminated data
2021
Author(s) : Ng Kok Haur Source :
Songklanakarin Journal of Science and Technology
DOI :
10.14456/sjst-psu.2021.211
|
| 19. |
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure
2020
Author(s) : Ng Kok Haur, Tan Shay Kee Source :
FINANCE RESEARCH LETTERS
DOI :
10.1016/j.frl.2018.12.023
|
| 20. |
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
|
| 21. |
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions
2019
Author(s) : Ng Kok Haur Source :
INTERNATIONAL REVIEW OF ECONOMICS & FINANCE
DOI :
10.1016/j.iref.2019.01.003
|
| 22. |
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models
2019
Author(s) : Ng Kok Haur Source :
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
DOI :
10.1515/snde-2017-0012
|
| 23. |
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
2019
Author(s) : Ng Kok Haur Source :
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
DOI :
10.1016/j.najef.2018.06.010
|
| 24. |
Moment properties and quadratic estimating functions for integer-valued time series models
2018
Author(s) : Ng Kok Haur Source :
Pakistan Journal of Statistics and Operation Research
|
| 25. |
Efficient estimation in ZIP models with applications to count data
2018
Author(s) : Ng Kok Haur Source :
KUWAIT JOURNAL OF SCIENCE
|
| 26. |
Fludarabine, High Dose Cytarabine and Granulocyte Colony-Stimulating Factor (FLAG) as Consolidation Chemotherapy in Older Patients with Acute Myeloid Leukemia: A Retrospective Cohort Study
2017
Author(s) : Nor Aishah Binti Hamzah, Ng Kok Haur Source :
INDIAN JOURNAL OF HEMATOLOGY AND BLOOD TRANSFUSION
|
| 27. |
CHANGE POINT DETECTION OF ROBUST INDIVIDUALS CONTROL CHART
2017
Author(s) : Ng Kok Haur Source :
INTERNATIONAL JOURNAL OF INDUSTRIAL ENGINEERING-THEORY APPLICATIONS AND PRACTICE
|
| 28. |
Efficient modelling and forecasting with range based volatility models and its application
2017
Author(s) : Ng Kok Haur Source :
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
|
| 29. |
MODELLING AND FORECASTING WITH FINANCIAL DURATION DATA USING NON-LINEAR MODEL
2016
Author(s) : Ng Kok Haur Source :
Economic Computation and Economic Cybernetics Studies and Research
|
| 30. |
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application
2014
Author(s) : Ng Kok Haur Source :
Expert Systems with Applications
|
| 31. |
MODELLING HIGH FREQUENCY TRANSACTION DATA IN FINANCIAL ECONOMICS: A COMPARATIVE STUDY BASED ON SIMULATIONS
2013
Author(s) : Ng Kok Haur Source :
Economic Computation and Economic Cybernetics Studies and Research
|
| 32. |
Estimating and simulating Weibull models of risk or price durations: An application to ACD models
2013
Author(s) : Ng Kok Haur Source :
North American Journal of Economics and Finance
|
| 33. |
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
2013
Author(s) : Ng Kok Haur Source :
Economics Letters
|
| 34. |
Confidence intervals based on rank statistics in linear models
2009
Author(s) : Pooi Ah Hin @ Poi Yin Siak, Ng Kok Haur Source :
Malaysian Journal of Science
|
| 35. |
Calibration intervals in linear regression models
2008
Author(s) : Pooi Ah Hin @ Poi Yin Siak, Ng Kok Haur Source :
COMMUNICATIONS IN STATISTICS-THEORY AND METHODS
|
PROCEEDING
| NO | DETAILS OF PROCEEDING |
|---|
RESEARCH PROJECT
| GRANT | PROGRESS | STATUS |
|---|---|---|
|
Asymmetric Multivariate Realised Range-based Volatility And Return Models For Predicting Volatilities, Correlations And Returns In Financial Markets Using High-frequency Data
Researcher(s) : Dr. Koh You Beng, Jennifer So-kuen Chan, Ng Kooi Huat, Mahatelge Shelton Peiris |
|
on going |
|
Modelling And Forecasting Volatility Using High Frequency Financial Data
Researcher(s) : Prof. Dr. Ibrahim Bin Mohamed, Shelton Peiris, Ng Kooi Huat, Jennifer So-kuen Chan |
|
end |
|
Estimation and Statistical Inference for Financial Time Series Models
Researcher(s) : - |
|
end |
|
Forecasting Of Financial Volatility: The Role Of Realised Range-based Measures Augmented With Its Asymmetry And Distributional Assumptions
|
|
end |
|
On Estimation and Statistical Inference for Volatility Models in Finance
Researcher(s) : Dr. Wu Swee Leng, Shelton Peiris, Ng Kooi Huat, So-kuen Jeniffer Chan |
|
end |
|
Monitoring Process Shifts Using Robust Control Charts With Augmented Diagnostic Tools in The Presence of Contaimination
|
|
end |
RESEARCH COLLABORATOR
| 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 |
|
Characterizing The Potential Human Health Risk Of Pops From Consumption Of Seafood And Exposure To Contaminated Sediments And Water In Malaysia Aquatic Environment
Researcher(s) : Prof. Dr. Ng Kok Haur, Dr. Pozi Anak Milow |
|
end |
|
Measures Of Dependence And Its Applications In Risk Management
Researcher(s) : Prof. Dr. Ng Kok Haur, Mr. Chong Chin Sieng |
|
end |
|
Confidence Interval And Prediction Interval For The Parameters In Simples Logistic Regression Models
Researcher(s) : Prof. Dr. Ng Kok Haur |
|
end |