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Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee, (2019)
On the speculative nature of cryptocurrencies : a study on Garman and Klass volatility measure
Tan, Shay Kee, (2020)
Modelling and forecasting stock volatility and return : a new approach based on quantile Rogers-Satchell volatility measure with asymmetric bilinear CARR model
Tan, Shay Kee, (2022)