Kok-Haur Ng
From MaRDI portal
Person:2190295
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| 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 & Econometrics | 2023-04-27 | Paper |
| Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models Studies in Nonlinear Dynamics & Econometrics | 2023-04-17 | Paper |
| Model selection based on value-at-risk backtesting approach for GARCH-type models Journal of Industrial and Management Optimization | 2020-06-18 | Paper |
| The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics Economics Letters | 2014-03-27 | Paper |
Research outcomes over time
This page was built for person: Kok-Haur Ng
