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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
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Modelling And Forecasting Volatility Using High Frequency Financial Data
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Forecasting Of Financial Volatility: The Role Of Realised Range-based Measures Augmented With Its Asymmetry And Distributional Assumptions
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This information is generated from Research Grant Management System
Latest Publications
2025

Impact of ESG on Chinese-Listed Companies: From a New Perspective of Firm Value

2025

Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model

2025

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

2025

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

No publications available.