Kok-Haur Ng

From MaRDI portal
Person:2190295

Available identifiers

zbMath Open ng.kok-haurMaRDI QIDQ2190295

List of research outcomes





PublicationDate of PublicationType
Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model2023-04-27Paper
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: an application to CARR models2023-04-17Paper
Model selection based on value-at-risk backtesting approach for GARCH-type models2020-06-18Paper
The efficient modelling of high frequency transaction data: a new application of estimating functions in financial economics2014-03-27Paper

Research outcomes over time

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