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ASSOCIATE PROF. DR. NG KOK HAUR

Institute of Mathematical Sciences

Faculty of Science

kokhaur@um.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
new
Modelling And Forecasting Volatility Using High Frequency Financial Data
end
Estimation and Statistical Inference for Financial Time Series Models
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This information is generated from Research Grant Management System
Latest Publication
2023

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

2022

Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model

2022

Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution

2022

STRUCTURAL CHANGE ANALYSIS OF ACTIVE CRYPTOCURRENCY MARKET