Narrow search
Showing 1 - 6 of 6
Cover Image
A statistical analysis of global economies using time varying copulas
Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen - In: Computational economics 58 (2021) 4, pp. 1167-1194
Persistent link: https://www.econbiz.de/10012697904
Cover Image
Risk : an R package for financial risk measures
Chan, Stephen; Nadarajah, Saralees - In: Computational economics 53 (2019) 4, pp. 1337-1351
Persistent link: https://www.econbiz.de/10012135135
Cover Image
Estimation of models for stock returns
Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 6, pp. 3577-3616
Persistent link: https://www.econbiz.de/10015144254
Cover Image
A review of generalized hyperbolic distributions
Jiang, Xiao; Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 1, pp. 595-624
Persistent link: https://www.econbiz.de/10015078050
Cover Image
Maximum likelihood estimation for the asymmetric exponential power distribution
Teimouri, Mahdi; Nadarajah, Saralees - In: Computational economics 60 (2022) 2, pp. 665-692
Persistent link: https://www.econbiz.de/10013380803
Cover Image
Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel; Okorie, Idika E.; Nadarajah, Saralees - In: Computational economics 63 (2024) 1, pp. 271-304
Persistent link: https://www.econbiz.de/10014472109