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De Khoo, Zhi and Ng, Kok Haur and Koh, You Beng and Ng, Kooi Huat (2024) Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. North American Journal of Economics and Finance, 71. p. 102112. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2024.102112.
Nordin, Shareh-Zulhelmi Shareh and Wah, Yap Bee and Ng, Kok Haur and Hashim, Asmawi and Norimah, Rambeli and Jalil, Norasibah Abdul (2024) Predicting automobile insurance fraud using classical and machine learning models. International Journal of Electrical and Computer Engineering, 14 (1). 911 – 921. ISSN 2088-8708, DOI https://doi.org/10.11591/ijece.v14i1.pp911-921.
Tan, Shay Kee and Ng, Kok Haur and Chan, Jennifer So-Kuen (2023) Predicting returns, volatilities and correlations of stock indices using multivariate conditional autoregressive Range and return models. Mathematics, 11 (1). ISSN 2227-7390, DOI https://doi.org/10.3390/math11010013.
Zhou, Jing Jia and Ng, Kok Haur and Ng, Kooi Huat and Peiris, Shelton and Koh, You Beng (2022) Asymmetric control limits for weighted-variance mean control chart with different scale estimators under Weibull distributed process. Mathematics, 10 (22). ISSN 2227-7390, DOI https://doi.org/10.3390/math10224380.
Tan, Shay Kee and Chan, Jennifer So Kuen and Ng, Kok Haur (2022) Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model. Studies In Nonlinear Dynamics and Econometrics, 26 (3). pp. 437-474. ISSN 1081-1826, DOI https://doi.org/10.1515/snde-2019-0101.
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.
Ang, Siew Ling and Pooi, Ah Him and Ng, Kok Haur (2021) Reserve estimate based on the claims data of individual customers. Malaysian Journal of Mathematical Sciences, 15 (2). pp. 323-331. ISSN 1823-8343,
Teoh, L.E. and Ng, Kooi Huat and Ng, Kok Haur and Liew, Jeng Young and Ng, W.S. (2021) Change point detection in process control with robust individuals control chart. ITM Web of Conferences, 36. 01006. ISSN 2271-2097, DOI https://doi.org/10.1051/itmconf/20213601006.
Tan, Shay Kee and Chan, Jennifer So Kuen and Ng, Kok Haur (2020) On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure. Finance Research Letters, 32. p. 101075. ISSN 1544-6123, DOI https://doi.org/10.1016/j.frl.2018.12.023.
Ng, Kok Haur (2019) Volatility modelling using range-based measures and weighted exogenous threshold CARR model. In: 3rd International Conference on Econometrics and Statistics (EcoSta 2019), 25-27 June 2019, National Chung Hsing University, Taichung, Taiwan.
Tan, Shay Kee and Ng, Kok Haur and Chan, Jennifer So Kuen and Mohamed, Ibrahim (2019) Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data. The North American Journal of Economics and Finance, 47. pp. 537-551. ISSN 1062-9408, DOI https://doi.org/10.1016/j.najef.2018.06.010.
Mohamad, Nurul Najihah and Mohamed, Ibrahim and Ng, Kok Haur and Yahya, Mohd Sahar (2018) Efficient estimation in ZIP models with applications to count data. Kuwait Journal of Science, 45 (3). pp. 14-28. ISSN 2307-4108,
Mohamed, Ibrahim and Mohamad, Nurul Najihah and Ng, Kok Haur (2018) Moment Properties And Quadratic Estimating Functions For Integer-Valued Time Series Models. Pakistan Journal of Statistics and Operation Research, 14 (1). pp. 157-175. ISSN 1816-2711, DOI https://doi.org/10.18187/pjsor.v14i1.1750.
