Items where Author is "Ng, Kok-Haur"

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Tan, Chia-Yen and Koh, You-Beng and Ng, Kok-Haur and Ng, Kooi-Huat (2021) Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. The North American Journal of Economics and Finance, 56. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2021.101377.

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