Publication Search Results
Exact matches for:
- Author = Ng KH:1 [web profile page]
1.
Tan YF, Ng KH, Koh YB, Peiris MS
Yiing Fei Tan, Kok Haur Ng, You Beng Koh and Shelton Peiris:
Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution,
Mathematics,
10
(2022),
no. 10 (Open Access),
Article 1026 (20 pages).
2.
Chan JSK, Ng KH, Nitithumbundit T, Peiris MS
Jennifer So Kuen Chan, Kok-Haur Ng, Thanakorn Nitithumbundit, Shelton Peiris:
Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models,
Studies in Nonlinear Dynamics & Econometrics,
23
(2019),
no. 2,
1–22.
MR3948450
3.
Chan JSK, Ng KH, Ragell R
Jennifer So-Kuen Chan, Kok-Haur Ng, Rachel Ragell:
Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions,
International Review of Economics & Finance,
61
(2019),
no. May 2019,
188–212.
4.
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.
5.
Ng KH, Peiris MS, Chan JSK, Allen DE, Ng KH
Kok Haur Ng, Shelton Peiris, Jennifer So-kuen Chan, David Allen, Kooi Huat Ng:
Efficient modelling and forecasting with range based volatility models and its application,
North American Journal of Economics and Finance,
42
(2017),
448–460.
6.
Ng KH, Peiris MS, Thavaneswaran A, Ng KH
Koh-Haur Ng, Shelton Peiris, Aerambamoorthy Thavaneswaran, Kooi-Huat Ng:
Modelling the risk or price durations in financial markets: quadratic estimating functions and applications,
Economic computation and economic cybernetics studies and research,
49
(2015),
no. 1,
223–238.
7.
Ng KH, Peiris MS, Gerlach R
K.H. Ng, Shelton Peiris, Richard Gerlach:
Estimation and forecasting with logarithmic autoregressive conditional duration models: A comparative study with an application,
Expert Systems with Applications,
41
(2014),
no. 7,
3323–3332.
8.
Ng KH, Peiris MS
Ng, Kok-Haur and Peiris, S.:
Modelling High Frequency Transaction Data in Financial Economics: A Comparative Study Based on Simulations,
Journal of Economic Computation and Economic Cybernetics Studies and Research (ECECSR),
47
(2013),
no. 2,
189–202.
9.
Allen DE, Ng KH, Peiris MS
David Allen , K.H. Ng , Shelton Peiris:
Estimating and simulating Weibull models of risk or price durations: An application to ACD models,
North American Journal of Economics and Finance,
25
(2013),
214–225.
10.
Allen DE, Ng KH, Peiris MS
David Allen, K.H. Ng , Shelton Peiris:
The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics,
Economics Letters,
120
(2013),
117–122.
11.
Ng KH, Peiris MS, Lai SY, Tiew CS
K.H.Ng, S.Peiris, S.Y.Lai, C.S.Tiew:
Efficient Estimation of ACD Models Using Estimating Functions,
Proceedings of the International Statistics Conference 2011: Statistical Concepts and Methods for the Modern World,
Statistical Concepts and Methods for the Modern World,
S.Peiris, S.G.Banneheka, C.D.Tilakaratne, T.B.Swartz, S. Ganesalingam (eds.),
Institute of Applied Statistics, Sri Lanka,
Colombo, Sri Lanka,
(2011),
122–134.
ISBN 978-955-0056-01-9.
12.
Pathmanathan D, Ng KH, Peiris MS
D.Pathmanathan, K.H.Ng, S.Peiris:
On Estimation of ACD Models with Different Error Distributions,
Sri Lankan Journal of Applied Statistics,
10
(2009),
251–269.
13.
Peiris MS, Ng KH, Ibrahim IM
Peiris, M.S., Ng, K.H., Ibrahim, I.M.,:
A Review of Recent Developments of Financial Time Series: ACD Modelling using the Estimating Function Approach,
Sri Lankan Journal of Applied Statistics,
8
(2007),
1–17.
| Number of matches: 13 |