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Extreme risk in resource indices and the generalized logistic distribution
Huang, Chun-Kai; Pather, Venelle; Hammujuddy, Jahvaid; … - In: The journal of applied business research 33 (2017) 2, pp. 283-296
Persistent link: https://www.econbiz.de/10011673879
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A comparative analysis of Aggregational Gaussianity across different market capitalisations for JSE-listed shares and indices
Kruger, Ryan; Huang, Chun-Sung; Rajaratnam, Kanshukan; … - In: African finance journal 21 (2019) 2, pp. 24-35
Persistent link: https://www.econbiz.de/10012316626
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Influencing fair lending practices through the mechanism of AI-in-the-Loop
Khan, Muhammad Al-Zafar; Innan, Nouhaila; Hammujuddy, … - In: Financial inclusion and sustainable development in …, (pp. 74-79). 2025
Persistent link: https://www.econbiz.de/10015397172
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Dependent bootstrapping for value-at-risk and expected shortfall
Laker, Ian; Huang, Chun-Kai; Clark, Allan Ernest - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 4, pp. 301-322
Persistent link: https://www.econbiz.de/10011850004
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A study on window-size selection for threshold and bootstrap value-at-risk models
Smith, Anri; Huang, Chun-Kai - In: The journal of risk model validation 13 (2019) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10012373140
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A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy; Mwangi, Patrick; Panulo, Barry; … - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 89-110
Persistent link: https://www.econbiz.de/10011537385