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YOU BENG KOH
YOU BENG KOH
Institute of Mathematical Sciences, Faculty of Science, University of Malaya
Verified email at um.edu.my
Title
Cited by
Cited by
Year
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
212021
Structural change analysis of active cryptocurrency market
CY Tan, YB Koh, KH Ng
arXiv preprint arXiv:1909.10679, 2019
92019
Modelling trade durations using dynamic logarithmic component ACD model with extended generalised inverse Gaussian distribution
YF Tan, KH Ng, YB Koh, S Peiris
Mathematics 10 (10), 1621, 2022
32022
Parameter-driven state-space model for integer-valued time series with application
YB Koh, NA Bukhari, I Mohamed
Journal of Statistical Computation and Simulation 89 (8), 1394-1409, 2019
32019
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
22020
MODELLING AND FORECASTING COUNT DATA WITH A MODEL BASED ON MULTIVARIATE POWER-NORMAL DISTRIBUTION: A COMPARATIVE STUDY WITH AN APPLICATION.
N Kok-Haur, K You-Beng, P Ah-Hin
Economic Computation & Economic Cybernetics Studies & Research 53 (3), 2019
22019
Prediction of the start of next recession
AH Pooi, YB Koh
Journal of Accounting, Finance and Economics 6 (1), 21-29, 2016
22016
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
12024
Moment structures of parameter-driven count time series models
NA Bukhari, KY Beng, I Mohamed
AIP Conference Proceedings 1842 (1), 2017
12017
Super-replication of life-contingent options under the Black–Scholes framework
ZA Ng, YB Koh, TH Loo, H Yang
Journal of Applied Probability, 1-15, 2024
2024
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
An alternative hyper-Poisson integer-valued GARCH model with application to polio, internet protocol and COVID-19 data
KW Fo, SH Ong, CM Ng, YB Koh
AIMS Mathematics 8 (12), 29116-29139, 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
An indicator for month-trading of stocks
YB Koh, YS Ng, AH Pooi
ITM Web of Conferences 36, 02001, 2021
2021
Modelling the Volatility of Stock Indices: An Approach Based on Parkinson Volatility Measure and Long Memory Stochastic Range Model
ZD Khoo, KH Ng, YB Koh, KH Ng
Available at SSRN 4846847, 0
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