PROF. DR. NG KOK HAUR
Institute of Mathematical Sciences
Faculty of Science
kokhaurum.edu.my| View CV | |
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| Biography | |
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Dr. Ng Kok Haur is a Professor of Statistics at the Institute of Mathematical Sciences (ISM) and the Deputy Head of ISM (Research), Faculty of Science, Universiti Malaya. He also served as the Chairperson of the Centre of Research for Statistical Modelling and Methodology, 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 including 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, finance, and economics. Apart from that, he serves as associate editors for journals such as 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. |
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Publication
Finance
| Project Title | Progress | Status |
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| 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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on going |
| Modelling And Forecasting Volatility Using High Frequency Financial Data |
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| Estimation and Statistical Inference for Financial Time Series Models |
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| This information is generated from Research Grant Management System | ||
Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets
From crisis to crisis: The roles of interest rate and inflation in shaping stock returns in selected advanced economies
IMPACT OF BREXIT ON MOMENT-BASED CONNECTEDNESS ACROSS FINANCIAL SECTORS IN THE UK'S STOCK MARKET
Impact of ESG on Chinese-Listed Companies: From a New Perspective of Firm Value
