Y. Koh

Dynamic Volatility Modelling of Bitcoin Using Time-Varying Transition Probability Markov-Switching GARCH Model

Kok Haur Ng, Chia Yen Tan, Y. Koh, 2020, The North American Journal of Economics and Finance.

Model selection based on value-at-risk backtesting approach for GARCH-Type models

K. Ng, Y. Koh, K. Ng, 2020, Journal of Industrial & Management Optimization.

Modelling Trade Durations Using Dynamic Logarithmic Component ACD Model with Extended Generalised Inverse Gaussian Distribution

S. Peiris, Kok Haur Ng, Y. Koh, 2022, Mathematics.