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Publication Search Results
Exact matches for:
- Author = Tan SK
1.
Tan SK, Ng KH, Chan JSK
Shay Kee Tan, Kok Haur Ng and Jennifer So-Kuen Chan:
Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models,
Mathematics,
11
(2023),
no. 1,
24 pages.
2.
Tan SK, Ng KH, Chan JSK, Mohamed I
Shay-Kee Tan, Kok-Haur Ng, Jennifer So-Kuen Chan, Ibrahim Mohamed:
Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data,
North American Journal of Economics and Finance,
47
(2019),
537–551.
| Number of matches: 2 |