Profile

PROF. DR. NG KOK HAUR

Institute of Mathematical Sciences

Faculty of Science

kokhaurum.edu.my

Academic Links

Dr. Ng Kok Haur is a Professor of Statistics at the Institute of Mathematical Sciences (ISM), Universiti Malaya. He currently serves as the Chairperson of the Centre of Research for Statistical Modelling and Methodology at Universiti Malaya. His research interests include volatility modelling and applications, modelling and analysis of high-frequency data arising in financial economics, and statistical control charts. Dr. Ng actively publishes in peer-reviewed journals indexed by Web of Science, Scopus, and other reputable databases. Among those journals are The North American Journal of Economics and Finance, Journal of Empirical Finance, Studies in Nonlinear Dynamics and Econometrics, Finance Research Letters, International Review of Economics & Finance, Physica A: Statistical Mechanics and its Applications, Economic Analysis and Policy, Communications in Statistics - Simulation and Computation, Expert Systems with Applications and European Journal of Industrial Engineering. He has also received several research grants from both industrial and academic institutions. He is currently supervising Ph.D. and M.Sc. students in various areas of statistics, financial econometrics and finance. Apart from that, he serves as an associate editor for the Journal of Statistical Computation and Simulation (WoS SCIE-cited Q3), reviewers for various journals, a guest editor for a special issue of the Malaysian Journal of Science, External Advisors for undergraduate and postgraduate programmes, thesis examiners, committee members for local and international conferences and invited and contributed speakers at conferences.

Annual Publications
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Supervision
Master PhD Dual PhD