avatar

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
2025

IMPACT OF BREXIT ON MOMENT-BASED CONNECTEDNESS ACROSS FINANCIAL SECTORS IN THE UK'S STOCK MARKET

2025

An improved control chart for monitoring fraction nonconforming based on the generalized beta distribution of the first kind

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

No publications available.