Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model CY Tan, YB Koh, KH Ng, KH Ng The North American Journal of Economics and Finance 56, 101377, 2021 | 21 | 2021 |
Efficient modelling and forecasting with range based volatility models and its application KH Ng, S Peiris, JS Chan, D Allen, KH Ng The North American Journal of Economics and Finance 42, 448-460, 2017 | 12 | 2017 |
Structural change analysis of active cryptocurrency market CY Tan, YB Koh, KH Ng arXiv preprint arXiv:1909.10679, 2019 | 9 | 2019 |
Generation Z’s purchase intention of fast food: Influential factors unveiled in Kluang, Johor JY Liew, NAW Razali, KH Ng, JG Boon, CF Sui AIP Conference Proceedings 2347 (1), 2021 | 7 | 2021 |
Robust individuals control chart for change point model NK Huat, H Midi WSEAS Transactions on Mathematics 9 (7), 499-508, 2010 | 5 | 2010 |
MODELLING THE RISK OR PRICE DURATIONS IN FINANCIAL MARKETS: QUADRATIC ESTIMATING FUNCTIONS AND APPLICATIONS. KH Ng, P Shelton, A Thavaneswaran, KH Ng Economic Computation & Economic Cybernetics Studies & Research 49 (1), 2015 | 4 | 2015 |
The performance of robust control chart for change in variance NK Huat, H Midi Trends in Applied Sciences Research 6 (10), 1172, 2011 | 4 | 2011 |
Model selection based on value-at-risk backtesting approach for GARCH-Type models HZ Tay, KH Ng, YB Koh, KH Ng Journal of Industrial and Management Optimization 16 (4), 1635-1654, 2020 | 2 | 2020 |
CHANGE POINT DETECTION OF ROBUST INDIVIDUALS CONTROL CHART. KH Ng, H Midi, KH Ng International Journal of Industrial Engineering 24 (5), 2017 | 2 | 2017 |
Change point detection with robust control chart N Kooi Huat, H Midi Mathematical Problems in Engineering 2011 (1), 275686, 2011 | 2 | 2011 |
Robust individuals control chart for shifts in process mean and variance NK Huat, H Midi Proceedings of the 9th WSEAS international conference on Applications of …, 2010 | 2 | 2010 |
Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators Z De Khoo, KH Ng, YB Koh, KH Ng The North American Journal of Economics and Finance 71, 102112, 2024 | 1 | 2024 |
Antecedents of junk food purchase intention among generation Z: A case study of Kota Bharu, Kelantan JY Liew, KH Ng, NSBA Aziz AIP Conference Proceedings 2500 (1), 2023 | 1 | 2023 |
On the sensitivity of robust control charts in monitoring contaminated data. KH Ng, PK Soon, JY Liew, KH Ng Songklanakarin Journal of Science & Technology 43 (6), 2021 | 1 | 2021 |
An Improved Garch-Type Model with Combined Weighted Volatility Measure and Weighted Volatility Indicator: Evidence from German DAX ZD Khoo, KH Ng, YB Koh, KH Ng Available at SSRN 4503613, 2023 | | 2023 |
Asymmetric Control Limits for Weighted-Variance Mean Control Chart with Different Scale Estimators under Weibull Distributed Process JJ Zhou, KH Ng, KH Ng, S Peiris, YB Koh Mathematics 10 (22), 4380, 2022 | | 2022 |
Investigation of activated carbon made from Kelantan bamboo as an economical and effective adsorbent for wastewater treatment DS Hashim, JY Liew, JG Boon, KH Ng, MS Shum AIP Conference Proceedings 2454 (1), 2022 | | 2022 |
Change point detection in process control with robust individuals control chart KH Ng, KH Ng, JY Liew ITM Web of Conferences 36, 01006, 2021 | | 2021 |
Efficient modelling and forecasting with range based volatility models and its application D Allen, J Chan, MS Peiris, KH Ng, KH Ng Elsevier BV, 2017 | | 2017 |
Robust control chart for change point detection of process variance in the presence of disturbances NK Huat, H Midi AIP Conference Proceedings 1643 (1), 327-334, 2015 | | 2015 |