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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
2026

Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets

2026

SPATIAL NETWORK OF DIGITAL TALENT MOBILITY AND ITS IMPACT ON ECONOMIC GROWTH IN URBAN AGGLOMERATIONS IN CHINA

2026

From crisis to crisis: The roles of interest rate and inflation in shaping stock returns in selected advanced economies

2025

A machine learning-enhanced three-stage SBM-DEA model with undesirable outputs for measuring green total factor productivity on a global scale

No publications available.