Search Results - "Tan, Shay Kee" :: K.UTB vyhledávací portál

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On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

by Tan, Shay-Kee, Chan, Jennifer So-Kuen, Ng, Kok-Haur
Published in Finance research letters (01.01.2020)

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Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

by Tan, Shay-Kee, Ng, Kok-Haur, Chan, Jennifer So-Kuen, Mohamed, Ibrahim
Published in The North American journal of economics and finance (01.01.2019)

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Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

by Tan, Shay Kee, Ng, Kok Haur, Chan, Jennifer So-Kuen
Published in Mathematics (Basel) (01.01.2023)

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Journal Article

On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

Predicting Returns, Volatilities and Correlations of Stock Indices Using Multivariate Conditional Autoregressive Range and Return Models

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