Author

Kok Haur Ng

Observed names: K. H. Ng, K.H. Ng, KOK-HAUR NG, Kok Hau Ng, Kok-Haur Ng, Kok‐Haur Ng, NG KOK-HAUR, Ng Kok Haur, Ng Kok-Haur, Ng, Kok Haur, Ng, Kok-Haur

Institution: University of Malaya

Observed institutions: The University of Sydney, University of Malaya, Universiti Tunku Abdul Rahman Sungai Long Campus, Sunway University, Universiti Tunku Abdul Rahman

ORCID: 0000-0002-8763-7586

Observed ORCID: 0000-0002-8763-7586

OpenAlex ID: A5050691732

On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

2018 · Shay-Kee Tan, Jennifer So-Kuen Chan, et al. · Finance research letters · 53

Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

2018 · Shay-Kee Tan, Kok-Haur Ng, et al. · The North American Journal of Economics and Finance · 28

Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model

2021 · Chia-Yen Tan, You-Beng Koh, et al. · The North American Journal of Economics and Finance · 26

The application of fractional calculus in economic growth modelling: An approach based on regression analysis

2024 · Yi Herng Cheow, Kok Haur Ng, et al. · Heliyon · 24

PDF

Estimating and simulating Weibull models of risk or price durations: An application to ACD models

2012 · David Allen, K.H. Ng, et al. · The North American Journal of Economics and Finance · 16

Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions

2019 · Jennifer So-Kuen Chan, Kok-Haur Ng, et al. · International Review of Economics & Finance · 15

Predicting automobile insurance fraud using classical and machine learning models

2023 · Shareh-Zulhelmi Shareh Nordin, Yap Bee Wah, et al. · International Journal of Power Electronics and Drive Systems/International Journal of Electrical and Computer Engineering · 14

PDF

Efficient modelling and forecasting with range based volatility models and its application

2017 · Kok Haur Ng, Shelton Peiris, et al. · The North American Journal of Economics and Finance · 14

Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators

2024 · Zhi De Khoo, Kok Haur Ng, et al. · The North American Journal of Economics and Finance · 13

Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model

2021 · Shay Kee Tan, Jennifer So Kuen Chan, et al. · Studies in Nonlinear Dynamics and Econometrics · 12

A machine learning-enhanced three-stage SBM-DEA model with undesirable outputs for measuring green total factor productivity on a global scale

2025 · Junlin He, Wee-Yeap Lau, et al. · Finance research letters · 11

Turning green into gold: How does green total factor productivity boost economic growth?

2025 · Junlin He, Wee-Yeap Lau, et al. · Oeconomia Copernicana · 10

PDF