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Empirical analyses of extreme value models for the South African mining index
Chinhamu, Knowledge
;
Huang, Chun-Kai
;
Huang, Chun-Sung
; …
- In:
The South African journal of economics
83
(
2015
)
1
,
pp. 41-55
Persistent link: https://www.econbiz.de/10011382028
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2
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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3
Assessing the relative performance of heavy-tailed distributions : empirical evidence from the Johannesburg Stock Exchange
Huang, Chun-sung
;
Huang, Chun-kai
;
Chinhamu, Knowledge
- In:
The journal of applied business research
30
(
2014
)
4
,
pp. 1263-1286
Persistent link: https://www.econbiz.de/10010400576
Saved in:
4
Extreme risk, value-at-risk and expected shortfall in the gold market
Chinhamu, Knowledge
;
Huang, Chun-Kai
;
Huang, Chun-Sung
; …
- In:
International business and economics research journal
14
(
2015
)
1
,
pp. 107-122
Persistent link: https://www.econbiz.de/10010529381
Saved in:
5
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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6
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
Saved in:
7
Impacts of new transportation systems on tourism behavior : the experience of high-speed rail
Shyr, Oliver F.
;
Chao, Chen-wei
;
Huang, Chun-kai
- In:
International journal of transport economics
42
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011296743
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8
Value-at-risk estimation of gold market with stable generalised hyperbolic distributions
Chinhamu, Knowledge
;
Chikobvu, Delson
- In:
Journal of economic and financial sciences
10
(
2017
)
3
,
pp. 508-512
Persistent link: https://www.econbiz.de/10011795972
Saved in:
9
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
Saved in:
10
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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