Items where Author is "Koh, You Beng"

Article

Tan, Yiing Fei and Ng, Kok Haur and Koh, You Beng and Peiris, Shelton (2022) Modelling trade durations using dynamic logarithmic component acd model with extended generalised inverse gaussian distribution. Mathematics, 10 (10). ISSN 2227-7390, DOI https://doi.org/10.3390/math10101621.

Yen, Tan Chia and Koh, You Beng and Ng, Kok Haur and Huat, Ng Kooi (2022) Structural change analysis of active cryptocurrency market. Asian Academy of Management Journal of Accounting and Finance, 18 (2). 63 – 85. ISSN 1823-4992, DOI https://doi.org/10.21315/aamjaf2022.18.2.4.

Teoh, L.E. and Koh, You Beng and Ng, Yew Seong and Pooi, Ah Hin and Ng, W.S. (2021) An indicator for month-trading of stocks. ITM Web of Conferences, 36. 02001. ISSN 2271-2097, DOI https://doi.org/10.1051/itmconf/20213602001.

Conference or Workshop Item

Koh, You Beng (2019) Model selection based on value-at-risk backtests approach for GARCH-type models. In: 62nd ISI World Statistics Congress 2019, 18-23 August 2019, KLCC, Kuala Lumpur, Malaysia.