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On the speculative nature of cryptocurrencies : a study on Garman and Klass volatility measure
Tan, Shay Kee; Chan, Jennifer So Kuen; Kok Haur Ng - In: Finance research letters 32 (2020), pp. 1-5
Persistent link: https://www.econbiz.de/10012430656
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Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data
Tan, Shay Kee; Kok Haur Ng; Chan, Jennifer So Kuen; … - In: The North American journal of economics and finance : a … 47 (2019), pp. 537-551
Persistent link: https://www.econbiz.de/10012120126
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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; Chan, Jennifer So Kuen; Kok Haur Ng - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 26 (2022) 3, pp. 437-474
Persistent link: https://www.econbiz.de/10013334835
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Model risk in mortality-linked contingent claims pricing
Peters, Gareth; Yan, Hongxuan; Chan, Jennifer So Kuen - In: The journal of risk model validation 16 (2022) 3, pp. 1-53
Persistent link: https://www.econbiz.de/10014540592
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An optimal single variable sampling plan with censoring
Yeh, Lam - In: Journal of the Royal Statistical Society 39 (1990) 1, pp. 53-66
Persistent link: https://www.econbiz.de/10001085552