4
H index
1
i10 index
44
Citations
NG KOK HAUR : Citation Profile
| RESEARCH PRODUCTION: 13 Articles 1 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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9 years (2013 - 2022). 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:
| Cites to:
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Main data
Where NG KOK HAUR has published?
| Journals with more than one article published | # docs |
|---|---|
| The North American Journal of Economics and Finance | 4 |
| Mathematics | 3 |
| Studies in Nonlinear Dynamics & Econometrics | 2 |
Recent works citing NG KOK HAUR (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Volatility 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. Full description at Econpapers || Download paper |
| 2023 | Emotions 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. Full description at Econpapers || Download paper |
| 2023 | On 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. Full description at Econpapers || Download paper |
| 2023 | Measuring 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. Full description at Econpapers || Download paper |
| 2023 | Long 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. Full description at Econpapers || Download paper |
| 2023 | Models 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. Full description at Econpapers || Download paper |
| 2023 | Weighted-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. Full description at Econpapers || Download paper |
| 2023 | Forecasting 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. Full description at Econpapers || Download paper |
| 2023 | Between 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. Full description at Econpapers || Download paper |
Works by NG KOK HAUR:
| Year | Title | Type | Cited |
|---|---|---|---|
| 2019 | Structural Change Analysis of Active Cryptocurrency Market In: Papers. [Full Text][Citation analysis] | paper | 2 |
| 2019 | Efficient 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] | article | 1 |
| 2022 | Modelling 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] | article | 0 |
| 2016 | Modelling and Forecasting with Financial Duration Data Using Non-linear Model In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. [Full Text][Citation analysis] | article | 0 |
| 2013 | Estimating 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] | article | 8 |
| 2017 | Efficient modelling and forecasting with range based volatility models and its application In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
| 2019 | Quantile 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] | article | 6 |
| 2021 | Dynamic 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] | article | 5 |
| 2013 | The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics In: Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2020 | On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
| 2019 | Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 3 |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 | |
| In: . [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated December, 10 2023. Contact: CitEc Team