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ASSOCIATE PROF. DR. NG KOK HAUR

Institute of Mathematical Sciences

Faculty of Science

kokhaur@um.edu.my
Latest Award
Perkhidmatan
Perkhidmatan
Year 2017
Latest Evaluation
Reviewer for article submitted to the Journal of Economic Surveys Reviewer for article submitted to the Journal of Economic Surveys
Reviewer
Year 2020
Statistics
Annual Publications by Category
Summary of Budget vs Expenditure per vote for all research grants
Last 5 Projects
Grant Progress Status
FP041-2017A
on going
PG037-2016A
end
BKS032-2017
end
RG260-13AFR
end
FP018-2013A
end
This information is generated from Research Grant Management System
Latest Publication
2020

On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

2019

Model Selection based on Value-at-risk Backtesting Approach for GARCH-Type models.

2019

Modelling and Forecasting Count Data with a Model based on Multivariate Power-Normal Distribution: A Comparative Study with An Application

2019

Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models