NG KOK HAUR : Citation Profile

Are you NG KOK HAUR?

4

H index

1

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52

Citations

RESEARCH PRODUCTION:

13

Articles

1

Papers

RESEARCH ACTIVITY:

   9 years (2013 - 2022). See details.
   Cites by year: 5
   Journals where NG KOK HAUR has often published
   Relations with other researchers
   Recent citing documents: 16.    Total self citations: 4 (7.14 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/png260
   Updated: 2024-11-08    RAS profile: 2023-01-06    
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Relations with other researchers

Works with:

Chan, Jennifer (4)

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)

Saulo, Helton (2)

Fernandez Bariviera, Aurelio (2)

Chan, Jennifer (1)

Hamori, Shigeyuki (1)

Umar, Zaghum (1)

Akhundjanov, Sherzod (1)

Maghyereh, Aktham (1)

Valls Pereira, Pedro (1)

Ahmed, Walid (1)

Osinska, Magdalena (1)

Cites to:

Bauwens, Luc (28)

Engle, Robert (18)

Bollerslev, Tim (16)

Chan, Jennifer (15)

Giot, Pierre (15)

Allen, David (11)

Chou, Ray (9)

Chen, Cathy W. S. (8)

Roubaud, David (7)

Bouri, Elie (7)

GUPTA, RANGAN (6)

Main data

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 (2024 and 2023)

YearTitle of citing document
2024Can Fiat?backed Stablecoins Be Considered Cash or Cash Equivalents Under International Financial Reporting Standards Rules?. (2021). Gyonyorova, Lucie ; Hampl, Filip. In: Australian Accounting Review. RePEc:bla:ausact:v:31:y:2021:i:3:p:233-255.

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2023Volatility forecasting in the Bitcoin market: A new proposed measure based on the VS-ACARR approach. (2023). Iqbal, Najaf ; Umar, Zaghum ; Yin, Xuebao ; Wu, Xinyu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000712.

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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.

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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.

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2023Emotions in the crypto market: Do photos really speak?. (2023). Phan, Hoa ; Huynh, Nhan. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003173.

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2023On a quantile autoregressive conditional duration model. (2023). Vila, Roberto ; Balakrishnan, Narayanaswamy ; Saulo, Helton. In: Mathematics and Computers in Simulation (MATCOM). RePEc:eee:matcom:v:203:y:2023:i:c:p:425-448.

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2023Measuring the response of clean energy stock price volatility to extreme shocks. (2023). Luo, Keyu ; Peng, Lijuan ; Wang, LU ; Zhang, LI. In: Renewable Energy. RePEc:eee:renene:v:206:y:2023:i:c:p:1289-1300.

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2023Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070.

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2023Models used to characterise blockchain features. A systematic literature review and bibliometric analysis. (2023). Arguedas-Sanz, Raquel ; Rico-Pea, Juan Jesus ; Lopez-Martin, Carmen. In: Technovation. RePEc:eee:techno:v:123:y:2023:i:c:s0166497223000226.

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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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2023Weighted-indexed semi-Markov model: calibration and application to financial modeling. (2023). de Blasis, Riccardo. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00418-6.

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2023Forecasting returns volatility of cryptocurrency by applying various deep learning algorithms. (2023). Shaikh, Parvez Ahmed ; Khan, Faridoon. In: Future Business Journal. RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00200-9.

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2023Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study. (2023). Nguyen, Canh ; Ling, Felicia Hui ; Schinckus, Christophe. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3055-3070.

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Works by NG KOK HAUR:

YearTitleTypeCited
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]		article8
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]		article20
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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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team