Kok Haur Ng

563 total citations
52 papers, 363 citations indexed

About

Kok Haur Ng is a scholar working on Finance, Economics and Econometrics and General Economics, Econometrics and Finance. According to data from OpenAlex, Kok Haur Ng has authored 52 papers receiving a total of 363 indexed citations (citations by other indexed papers that have themselves been cited), including 21 papers in Finance, 16 papers in Economics and Econometrics and 14 papers in General Economics, Econometrics and Finance. Recurrent topics in Kok Haur Ng's work include Financial Risk and Volatility Modeling (18 papers), Oral and Maxillofacial Pathology (14 papers) and Monetary Policy and Economic Impact (14 papers). Kok Haur Ng is often cited by papers focused on Financial Risk and Volatility Modeling (18 papers), Oral and Maxillofacial Pathology (14 papers) and Monetary Policy and Economic Impact (14 papers). Kok Haur Ng collaborates with scholars based in Malaysia, Australia and Japan. Kok Haur Ng's co-authors include C.H. Siar, Jennifer Chan, Shelton Peiris, David E. Allen, Ibrahim Mohamed, Han Tong Loh, Chang Phang, Richard Gerlach, H Nagatsuka and Wee‐Yeap Lau and has published in prestigious journals such as SHILAP Revista de lepidopterología, Expert Systems with Applications and Economics Letters.

In The Last Decade

Kok Haur Ng

45 papers receiving 354 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Kok Haur Ng Malaysia 12 178 130 98 92 72 52 363
Kyung Min Lee South Korea 9 14 0.1× 11 0.1× 53 0.5× 8 0.1× 13 0.2× 41 296
JOEL B. FINKELSTEIN United States 8 26 0.1× 56 0.4× 16 0.2× 8 0.1× 29 273
Bhavinder Arora India 9 25 0.1× 43 0.3× 5 0.1× 2 0.0× 6 0.1× 57 262
G. Botti France 10 61 0.3× 56 0.4× 2 0.0× 1 0.0× 93 1.3× 22 327
A. Rennie United Kingdom 5 17 0.1× 6 0.0× 71 0.7× 144 1.6× 2 0.0× 8 281
M. Allais Brazil 8 124 0.7× 84 0.9× 15 0.2× 8 0.1× 18 346
David Miller United States 8 15 0.1× 103 1.1× 392 4.3× 13 0.2× 21 757
Isabel Sassoon United Kingdom 13 23 0.1× 17 0.1× 16 0.2× 1 0.0× 13 0.2× 45 448
Wendimagegn Ghidey Netherlands 9 4 0.0× 52 0.4× 15 0.2× 3 0.0× 10 0.1× 14 307
Zeynep Karaçor Türkiye 7 4 0.0× 12 0.1× 84 0.9× 19 0.2× 2 0.0× 37 278

Countries citing papers authored by Kok Haur Ng

Since Specialization
Citations

This map shows the geographic impact of Kok Haur Ng's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Kok Haur Ng with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Kok Haur Ng more than expected).

Fields of papers citing papers by Kok Haur Ng

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Kok Haur Ng. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Kok Haur Ng. The network helps show where Kok Haur Ng may publish in the future.

Co-authorship network of co-authors of Kok Haur Ng

This figure shows the co-authorship network connecting the top 25 collaborators of Kok Haur Ng. A scholar is included among the top collaborators of Kok Haur Ng based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Kok Haur Ng. Kok Haur Ng is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Ng, Kok Haur, et al.. (2025). Forecasting financial volatility: An approach based on Parkinson volatility measure with long memory stochastic range model. Journal of Empirical Finance. 82. 101617–101617.
2.
Lau, Wee‐Yeap, et al.. (2025). Impact of unconventional monetary policy on stock market in selected economies during and post-COVID-19 pandemic. Economic Analysis and Policy. 87. 2360–2381.
3.
Ng, Kok Haur, et al.. (2024). The application of fractional calculus in economic growth modelling: An approach based on regression analysis. Heliyon. 10(15). e35379–e35379. 8 indexed citations
4.
Ng, Kok Haur, et al.. (2024). Forecasting volatility of stock indices: Improved GARCH-type models through combined weighted volatility measure and weighted volatility indicators. The North American Journal of Economics and Finance. 71. 102112–102112. 3 indexed citations
5.
Wah, Yap Bee, et al.. (2023). Predicting automobile insurance fraud using classical and machine learning models. International Journal of Power Electronics and Drive Systems/International Journal of Electrical and Computer Engineering. 14(1). 911–911. 5 indexed citations
6.
Ng, Kok Haur, et al.. (2022). Structural Change Analysis of Active Cryptocurrency Market. Asian Academy of Management Journal of Accounting and Finance. 18(2). 1 indexed citations
7.
8.
Ng, Kok Haur, et al.. (2021). Dynamic volatility modelling of Bitcoin using time-varying transition probability Markov-switching GARCH model. The North American Journal of Economics and Finance. 56. 101377–101377. 12 indexed citations
9.
Chan, Jennifer, et al.. (2021). Modelling and forecasting stock volatility and return: a new approach based on quantile Rogers–Satchell volatility measure with asymmetric bilinear CARR model. Studies in Nonlinear Dynamics and Econometrics. 26(3). 437–474. 4 indexed citations
10.
Ng, Kok Haur, et al.. (2021). On the sensitivity of robust control chartsin monitoring contaminated data. SHILAP Revista de lepidopterología. 1 indexed citations
11.
Chan, Jennifer, et al.. (2019). Bayesian return forecasts using realised range and asymmetric CARR model with various distribution assumptions. International Review of Economics & Finance. 61. 188–212. 10 indexed citations
12.
Ng, Kok Haur, et al.. (2019). Model selection based on value-at-risk backtesting approach for GARCH-Type models. Journal of Industrial and Management Optimization. 16(4). 1635–1654.
13.
Chan, Jennifer, et al.. (2018). Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models. Studies in Nonlinear Dynamics and Econometrics. 23(2). 3 indexed citations
14.
Mohamed, Ibrahim, et al.. (2018). Moment Properties And Quadratic Estimating Functions For Integer-Valued Time Series Models. Pakistan Journal of Statistics and Operation Research. 14(1). 157–157. 2 indexed citations
15.
Ng, Kok Haur, et al.. (2017). Efficient modelling and forecasting with range based volatility models and its application. The North American Journal of Economics and Finance. 42. 448–460. 11 indexed citations
16.
Ng, Kok Haur, et al.. (2016). Modelling and forecasting with financial duration data using non-linear model. ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. 50(2). 79–92. 2 indexed citations
17.
Ng, Kok Haur, et al.. (2009). Confidence Intervals based on Rank Statistics in Linear Models. 28(3). 299–307.
18.
Ng, Kok Haur, et al.. (2000). Profile of The Betel/Tobacco Quid Chewers In six Malaysian Estates. PubMed. 7(1). 1–5. 3 indexed citations
19.
Ng, Kok Haur & C.H. Siar. (1993). Desmoplastic variant of ameloblastoma in Malaysians. British Journal of Oral and Maxillofacial Surgery. 31(5). 299–303. 35 indexed citations
20.
Siar, C.H., et al.. (1988). Atypical neurilemmomas of the tongue--report of two cases.. PubMed. 29(1). 83–5. 4 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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