| Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model CY Tan, YB Koh, KH Ng, KH Ng The North American Journal of Economics and Finance 56, 101377, 2021 | 20 | 2021 |
| Structural change analysis of active cryptocurrency market CY Tan, YB Koh, KH Ng arXiv preprint arXiv:1909.10679, 2019 | 9 | 2019 |
| Modelling trade durations using dynamic logarithmic component ACD model with extended generalised inverse Gaussian distribution YF Tan, KH Ng, YB Koh, S Peiris Mathematics 10 (10), 1621, 2022 | 3 | 2022 |
| Parameter-driven state-space model for integer-valued time series with application YB Koh, NA Bukhari, I Mohamed Journal of Statistical Computation and Simulation 89 (8), 1394-1409, 2019 | 3 | 2019 |
| Model selection based on value-at-risk backtesting approach for GARCH-Type models HZ Tay, KH Ng, YB Koh, KH Ng Journal of Industrial and Management Optimization 16 (4), 1635-1654, 2020 | 2 | 2020 |
| MODELLING AND FORECASTING COUNT DATA WITH A MODEL BASED ON MULTIVARIATE POWER-NORMAL DISTRIBUTION: A COMPARATIVE STUDY WITH AN APPLICATION. N Kok-Haur, K You-Beng, P Ah-Hin Economic Computation & Economic Cybernetics Studies & Research 53 (3), 2019 | 2 | 2019 |
| Prediction of the start of next recession AH Pooi, YB Koh Journal of Accounting, Finance and Economics 6 (1), 21-29, 2016 | 2 | 2016 |
| Moment structures of parameter-driven count time series models NA Bukhari, KY Beng, I Mohamed AIP Conference Proceedings 1842 (1), 2017 | 1 | 2017 |
| Super-replication of life-contingent options under the Black–Scholes framework ZA Ng, YB Koh, TH Loo, H Yang Journal of Applied Probability, 1-15, 2024 | | 2024 |
| Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators Z De Khoo, KH Ng, YB Koh, KH Ng The North American Journal of Economics and Finance 71, 102112, 2024 | | 2024 |
| An Improved Garch-Type Model with Combined Weighted Volatility Measure and Weighted Volatility Indicator: Evidence from German DAX ZD Khoo, KH Ng, YB Koh, KH Ng Available at SSRN 4503613, 2023 | | 2023 |
| An alternative hyper-Poisson integer-valued GARCH model with application to polio, internet protocol and COVID-19 data KW Fo, SH Ong, CM Ng, YB Koh AIMS Mathematics 8 (12), 29116-29139, 2023 | | 2023 |
| Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process JJ Zhou, KH Ng, KH Ng, S Peiris, YB Koh Mathematics 10 (22), 4380, 2022 | | 2022 |
| An indicator for month-trading of stocks YB Koh, YS Ng, AH Pooi ITM Web of Conferences 36, 02001, 2021 | | 2021 |
Assoc. Prof. Dr. Ng Kok HaurInstitute of Mathematical Sciences, Faculty of Science, Universiti MalayaVerified email at um.edu.my
