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Classifying yield spread movements in sparse data through triplots
Van der Merwe, Carel - 2019
Persistent link: https://www.econbiz.de/10012548817
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An overview of LULU smoothers with application to financial data
Conradie, W. J.; Wet, T. de; Jankowitz, M. D. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 29 (2005) 1, pp. 97-121
Persistent link: https://www.econbiz.de/10002743401
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Value at risk using GARCH volatility models augmented with extreme value theory
Dicks, A.; Conradie, W. J.; De Wet, Tertius - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 38 (2014) 3, pp. 1-18
Persistent link: https://www.econbiz.de/10010517322
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Value at Risk and extreme value theory : application to the Johannesburg Securities Exchange
Williams, R.; Van Heerden, JD; Conradie, W. J. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 42 (2018) 1, pp. 87-114
Persistent link: https://www.econbiz.de/10011919767
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Analysing the symmetric GARCH model across different sample sizes
Purchase, M. A.; Viljoen, H.; Conradie, W. J. - In: Journal for studies in economics and econometrics : SEE 49 (2025) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10015417664