NG KOK HAUR : Citation Profile

4

H index

1

i10 index

56

Citations

RESEARCH PRODUCTION:

13

Articles

1

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 6
   Journals where NG KOK HAUR has often published
   Relations with other researchers
   Recent citing documents: 8.    Total self citations: 4 (6.67 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png260
   Updated: 2025-03-22    RAS profile: 2023-01-06    
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Relations with other researchers

Works with:

Authors registered in RePEc who have co-authored more than one work in the last five years with NG KOK HAUR.

Is cited by:

Hammoudeh, Shawkat (3)

Fernandez Bariviera, Aurelio (2)

Saulo, Helton (2)

Irfan, Muhammad (1)

Hamori, Shigeyuki (1)

Ooft, Gavin (1)

Umar, Zaghum (1)

Chan, Jennifer (1)

Fiszeder, Piotr (1)

Zhang, Yaojie (1)

Osinska, Magdalena (1)

Cites to:

Bauwens, Luc (28)

Engle, Robert (18)

Bollerslev, Tim (16)

Giot, Pierre (15)

Chan, Jennifer (15)

Allen, David (11)

Chou, Ray (9)

Chen, Cathy W. S. (8)

Bouri, Elie (7)

Roubaud, David (7)

GUPTA, RANGAN (6)

Main data

Production by document typearticlepaper2013201420152016201720182019202020212022052.5Documents Highcharts.comExport to raster or vector imagePrint the chart
Cumulative documents published2013201420152016201720182019202020212022051015Documents Highcharts.comExport to raster or vector imagePrint the chart

Citations received2013201420152016201720182019202020212022202320242025051015Citations Highcharts.comExport to raster or vector imagePrint the chart
Citations by production year20132014201520162017201820192020202120220102030Citations Highcharts.comExport to raster or vector imagePrint the chart

H-Index: 4Most cited documents1234560102030Number of citations Highcharts.comExport to raster or vector imagePrint the chart
H-Index evolution2018102018112018122019012019022019032019042019052019062019072019082019092019102019112019122020012020022020032020042020052020062020072020082020092020102020112020122021012021022021032021042021052021062021072021082021092021102021112021122022012022022022032022042022052022062022072022082022092022102022112022122023012023022023032023042023052023062023072023082023092023102023112023122024012024022024032024042024052024062024072024082024092024102024112024122025012025022025030246h-index Highcharts.comExport to raster or vector imagePrint the chart

Where NG KOK HAUR has published?

Journals with more than one article published# docs
The North American Journal of Economics and Finance4
Mathematics3
Studies in Nonlinear Dynamics & Econometrics2

Recent works citing NG KOK HAUR (2025 and 2024)

Year  ↓Title of citing document  ↓
2024Robust estimation of the range-based GARCH model: Forecasting volatility, value at risk and expected shortfall of cryptocurrencies. (2024). Fiszeder, Piotr ; Maecka, Marta ; Molnr, Peter. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s026499932400244x.

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2024Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. (2024). Ng, Kooi Huat ; Koh, You Beng ; de Khoo, Zhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000378.

Full description at Econpapers || Download paper

2024Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Park, Hail ; Zhao, Mingguo. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303.

Full description at Econpapers || Download paper

2024Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

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2024Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Khaled, Djebbouri ; Tiwari, Sunil ; Cheng, Jiyang ; Shahzad, Umer ; Mahendru, Mandeep. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

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Works by NG KOK HAUR:

Year  ↓Title  ↓Type  ↓Cited  ↓
2019Structural Change Analysis of Active Cryptocurrency Market In: Papers.
[Full Text][Citation analysis]		paper2
2019Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2022Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model In: Studies in Nonlinear Dynamics & Econometrics.
[Full Text][Citation analysis]		article1
2016Modelling and Forecasting with Financial Duration Data Using Non-linear Model In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH.
[Full Text][Citation analysis]		article0
2013Estimating and simulating Weibull models of risk or price durations: An application to ACD models In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article9
2017Efficient modelling and forecasting with range based volatility models and its application In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article2
2019Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article7
2021Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model In: The North American Journal of Economics and Finance.
[Full Text][Citation analysis]		article6
2013The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics In: Economics Letters.
[Full Text][Citation analysis]		article1
2020On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure In: Finance Research Letters.
[Full Text][Citation analysis]		article23
2019Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions In: International Review of Economics & Finance.
[Full Text][Citation analysis]		article3
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[Full Text][Citation analysis]		article1
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[Full Text][Citation analysis]		article0
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[Full Text][Citation analysis]		article0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated February, 4 2025. Contact: CitEc Team