ARTICLE IN ACADEMIC JOURNALS
| NO | DETAILS OF ARTICLE IN ACADEMIC JOURNALS |
|---|---|
| 1. |
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models
2023
Author(s) : Ng Kok Haur, Tan Shay Kee Source :
MATHEMATICS
DOI :
10.3390/math11010013
|
| 2. |
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, Tan Shay Kee Source :
STUDIES IN NONLINEAR DYNAMICS AND ECONOMETRICS
DOI :
10.1515/snde-2019-0101
|
| 3. |
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
|
| 4. |
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
2019
Author(s) : Ibrahim Bin Mohamed, Tan Shay Kee Source :
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
|
RESEARCH COLLABORATOR
| GRANT | PROGRESS | STATUS |
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