Volatility modelling using range-based measures and weighted exogenous threshold CARR model by Ng, Kok Haur

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Moment Properties And Quadratic Estimating Functions For Integer-Valued Time Series Models by Mohamed, Ibrahim, Mohamad, Nurul Najihah, Ng, Kok Haur

On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure by Tan, Shay Kee, Chan, Jennifer So Kuen, Ng, Kok Haur

Efficient estimation in ZIP models with applications to count data by Mohamad, Nurul Najihah, Mohamed, Ibrahim, Ng, Kok Haur, Yahya, Mohd Sahar

Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data by Tan, Shay Kee, Ng, Kok Haur, Chan, Jennifer So Kuen, Mohamed, Ibrahim