| Multiply imputing missing values in data sets with mixed measurement scales using a sequence of generalised linear models MC Lee, R Mitra Computational Statistics & Data Analysis 95, 24-38, 2016 | 24 | 2016 |
| Modelling Financial Market Volatility Using Asymmetric-Skewed-ARFIMAX and-HARX Models WC Chin, MC Lee, GLC Yap Engineering Economics 27 (4), 373-381, 2016 | 9 | 2016 |
| S&P500 volatility analysis using high-frequency multipower variation volatility proxies WC Chin, MC Lee Empirical Economics 54 (3), 1297-1318, 2018 | 7 | 2018 |
| Data privacy preserving scheme using generalised linear models MC Lee, R Mitra, E Lazaridis, AC Lai, YK Goh, WS Yap Computers & Security 69, 142-154, 2017 | 7 | 2017 |
| Heterogeneous market hypothesis evaluations using various jump-robust realized volatility CW Cheong, LM Cherng, GLC Yap ESPERA 19 (4), 2016 | 7 | 2016 |
| Heterogeneous autoregressive model with structural break using nearest neighbor truncation volatility estimators for DAX WC Chin, MC Lee, GLC Yap SpringerPlus 5 (1), 1-13, 2016 | 7 | 2016 |
| High-frequency volatility combine forecast evaluations: An empirical study for DAX WC Chin, MC Lee The Journal of Finance and Data Science 3 (1-4), 1-12, 2017 | 6 | 2017 |
| Heterogenous market hypothesis evaluation using multipower variation volatility WC Chin, MC Lee, PP Tan Communications in Statistics-Simulation and Computation 46 (8), 6574-6587, 2017 | 5 | 2017 |
| Do general elections affect fractal structure of stock market? CW Cheong, LM Cherng, LC Zhi, ZY Huai Journal of Statistics and Management Systems, 1-14, 2020 | 4 | 2020 |
| The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500 CW Cheong, L CHERNG, NM Isa, PK Hoong Sains Malaysiana 46 (1), 107-116, 2017 | 3 | 2017 |
| The HARX-GJR-GARCH skewed-t multipower realized volatility modelling for S&P 500 CWEN CHEONG, L CHERNG, NM ISA, POOK HOONG Sains Malaysiana 46 (1), 107-116, 2017 | 3 | 2017 |
| A Study of Impact of Stochastic Volatility on Variable Annuity Pricing M Juma, MC Lee, YK Goh, ST Chin, KW Liew Applied Mathematical Sciences 10 (60), 2953-2970, 2016 | 3 | 2016 |
| Nonlinear high-frequency stock market time series: Modeling and combine forecast evaluations WC Chin, MC Lee Communications in Statistics-Simulation and Computation, 1-19, 2020 | 2 | 2020 |
| Statistical Disclosure Control for Data Privacy Using Sequence of Generalised Linear Models MC Lee, R Mitra, E Lazaridis, AC Lai, YK Goh, WS Yap Australasian Conference on Information Security and Privacy, 77-93, 2016 | 2 | 2016 |
| The computation of high frequency S&P 500 long-range dependence volatility using dynamic modified rescaled adjusted range approach WC Chin, I Zaidi, PP Tan, MC Lee Applied Mathematical Sciences 9 (119), 5915-5924, 2015 | 2 | 2015 |
| Evaluation of variable annuity guarantees with the effect of jumps in the asset price process M Juma, MC Lee, ST Chin, KW Liew Cogent Economics & Finance 5 (1), 1326218, 2017 | 1 | 2017 |
| A Empirical Study on Annuity Pricing with Minimum Guarantees M Juma, MC Lee Applied Mathematical Sciences 11 (2), 59-75, 2017 | 1 | 2017 |
| Dynamic Long Memory High Frequency Multipower Variation Volatility Evaluations for S&P500 WC Chin, MC Lee, PP Tan, GLC Yap, CTN Ling Modern Applied Science 10 (5), 1, 2016 | 1 | 2016 |
| Repairable Queue with Non-exponential Interarrival Time and Variable Breakdown Rates SK Koh, CH Chin, YF Tan, AH Pooi, YK Goh, MC Lee, TC Ng International Journal of Engineering & Technology 7 (2.15), 76-80, 2018 | | 2018 |
wen cheong chinXiamen University MalaysiaVerifierad e-postadress på xmu.edu.my
