Curriculum Vitae

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MISS TAN SHAY KEE

Senior Lecturer
  • Institute of Mathematical Sciences
    Faculty of Science
  • shaykee
  • 79676815

ACADEMIC QUALIFICATION

  • Degree of Doctor Philosophy, (Statistik Matematik)
    Universiti Malaya (um)
  • Degree of Master of Science, (Science)
    Universiti Malaya (um)
  • BSC, (MATEMATIK DAN EKONOMI)
    Universiti Malaya (um)

PUBLICATIONS

Article in Journal
WoS
  1. Tan, S. K., Chan, J. S. K., Ng, K. H. (2020). On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. Finance Research Letters, 32, 5. doi: 10.1016/j.frl.2018.12.023
  2. Tan, S. K., Ng, K. H., Chan, J. S. K., Mohamed, I. (2019). Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. North American Journal of Economics and Finance, 47, 537-551. doi:10.1016/j.najef.2018.06.010