Research Grant

• 2022 - 2024 A multivariate approach in forecasting risk on Malaysian energy stock market using intraday data.  FRGS, MOHE. (Researcher)

• XMUMRF Cycle 3 (2019-2021), Various Heterogeneous Autoregressive Volatility Modeling and Forecast Evaluations for Global Financial Stock Markets. (Leader).

• 2020-2023 Developing an Artificial Neural Network Life Cycle Eco-Efficiency Model for Formulation of Municipal Solid Waste Management Policy Framework (Researcher)

• 2016-2018 Modelling and Forecasting Global Shari'ah Stock Market Realized Volatility using High-frequency Data   (RM124,790)  Leader,  FRGS

• 2013-2015 Heterogeneous Stock Market Modeling Using High Frequency Information (RM71000) Leader, FRGS

• 2014-2016  Refining Parameter Estimation for Long-memory stochastic volatility model.  (RM84900) Researcher, FRGS

• 2015-2016 Extreme Financial Risk Analysis for Malaysian Shariah Market using Extreme Value Theory. Researcher,  MiniFund

• 2015-2016  Modelling and Evaluation of Time-varying Hedging Market Risk in Malaysian Shariah Stock Market. Researcher, MiniFund

• 2013-2014 MULTIVARIATE VALUE-AT-RISK EVALUATION OF MALAYSIAN ISLAMIC FINANCIAL MARKETS. Researcher, MiniFund

• 2013-2014  Long Memory Modelling and Forecasting Evaluation of FX in Asean-5. Researcher, MiniFund

• 2011-2013, The predictability exploration of energy markets using parametric and non-parametric variance ratio tests  (RM71000) Leader, ERGS

• 2011-2013, Univariate and Multivariate Value-at-risk Evaluations using ARCH Model in Financial Time Series.  (RM44000), Leader, FRGS

• 2011-2011, Asymmetric one- and two-components heteroscedastic modelling in Asian financial equity markets (RM8000), Leader, MMU SFSCR

• 2008-2010, Evaluation and Application of dynamic long-range dependence volatility in Malaysian Financial markets. (RM85900), Leader, e-Science

• 2007-2009, Modelling volatility persistency of stock returns using daily and realized volatility models. Member, FRGS

• 2007-2009, The dynamic relationships of asset prices, trading volume, volatility and monetary policy: Some evidence from Malaysian Stock Markets. Member, GUP

• Jan2007-Dec2007 , An Empirical Study of Structural Break in Malaysian Stock Market (RM5800) Leader, MMU- RDDIG

Supervision (Completed)

• Heterogeneous market hypothesis using high frequency data. 2014-2016 MPhil student: Wong Zhen Yao 

• Predictability of energy market . 2013-2015 MPhil student: EdwinTan Kim Leng 

• Islamic financial market risk management. 2014-2020 Phd student: Ng Sew Lai 

• Extreme value theory in finance. 2015-2024 Phd student: Azliana 

• Improving Forecast Reliability for Heterogeneous Municipal Solid Waste via Bayesian-Optimized Neural Network and Ensemble Forecast, 2021-2023 Msc student: Nicholas Hoy Zheng Xuan