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Fitting a Pareto-Normal-Pareto distribution to the residuals of financial data

Ellis, Suria; Steyn, Faans; Venter, Hennie - In: Computational Statistics 18 (2003) 3, pp. 477-491

The Pareto-Normal-Pareto (PNP) distribution assumes that, for log returns of financial series, the innovations are normally distributed between two threshold values with Pareto tails below and above the respective thresholds. These threshold values can be estimated by maximum likelihood...

Persistent link: https://www.econbiz.de/10011241308

Undergraduate students' perceptions of factors affecting job satisfaction

Van der Schyff, Rhyno; Botha, Doret; Ellis, Suria - In: SA journal of human resource management : SAJHRM 16 (2018), pp. 251-260

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Gladiis et clypeis : travel motives towards an improvement of quality of life when visiting a military expo

Venter, Dewald; Kruger, Stefan; Uysal, Muzaffer - In: Tourism analysis : an interdisciplinary tourism & … 27 (2022) 2, pp. 149-160

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The relationship between personality types and leisure time activities amongst Casino employees' workplace expectations

Naude, Rosa; Kruger, Stefan; Beer, Leon T. de; Saayman, … - In: SA journal of human resource management : SAJHRM 14 (2016) 1, pp. 82-92

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In memoriam professor Melville Saayman

Kruger, Stefan - In: Tourism economics : the business and finance of tourism … 26 (2020) 5, pp. 743-745

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