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PROF. DR. NG KOK HAUR

Institute of Mathematical Sciences

Faculty of Science

kokhaurum.edu.my
Statistics
Annual Publications by Category
Summary of Budget vs Expenditure per vote for all research grants
Last 3 Projects
Project Title Progress Status
Asymmetric Multivariate Realised Range-based Volatility And Return Models For Predicting Volatilities, Correlations And Returns In Financial Markets Using High-frequency Data
on going
Modelling And Forecasting Volatility Using High Frequency Financial Data
end
Estimation and Statistical Inference for Financial Time Series Models
end
This information is generated from Research Grant Management System
Latest Publications
2024

The application of fractional calculus in economic growth modelling: An approach based on regression analysis

2024

Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators

2024

Predicting automobile insurance fraud using classical and machine learning models

2023

Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

No publications available.