Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~source:"econis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Generalized hyperbolic distrib...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Risikomaß
9
Risk measure
9
Statistical distribution
7
Statistische Verteilung
7
Theorie
7
Theory
7
ARCH model
5
ARCH-Modell
5
South Africa
5
Südafrika
5
Börsenkurs
4
Capital income
4
Estimation
4
Kapitaleinkommen
4
Risikomanagement
4
Risk management
4
Schätzung
4
Share price
4
Volatility
4
Volatilität
4
Börsenhandel
3
Johannesburg Stock Exchange
3
Stock exchange trading
3
Value-at-Risk
3
Bootstrap approach
2
Bootstrap-Verfahren
2
Christoffersen
2
Estimation theory
2
Expected Shortfall
2
Forecasting model
2
GARCH
2
Gold
2
Kupiec likelihood ratio test
2
Kupiec test
2
Option pricing theory
2
Optionspreistheorie
2
Prognoseverfahren
2
Schätztheorie
2
Time series analysis
2
Zeitreihenanalyse
2
more ...
less ...
Online availability
All
Undetermined
6
Free
5
CC license
1
Type of publication
All
Article
17
Book / Working Paper
2
Type of publication (narrower categories)
All
Article in journal
16
Aufsatz in Zeitschrift
16
Aufsatz im Buch
1
Book section
1
Language
All
English
19
Author
All
Chinhamu, Knowledge
8
Huang, Chun-Sung
8
Huang, Chun-Kai
6
Chifurira, Retius
3
Hammujuddy, Jahvaid
3
Chikobvu, Delson
2
Huang, Chun-kai
2
Huang, Chun-sung
2
Kruger, Ryan
2
Mataramvura, Sure
2
O'Hara, John G
2
Rajaratnam, Kanshukan
2
Basira, Kisswell
1
Buckle, Matthew
1
Chao, Chen-wei
1
Clark, Allan Ernest
1
Dhliwayo, Lawrence
1
Elenjical, Timmy
1
Gysen, Michael van
1
Innan, Nouhaila
1
Khan, Muhammad Al-Zafar
1
Laker, Ian
1
Mashinini, Sizwe
1
Matarise, Florence
1
Mhlanga, David
1
Mwangi, Patrick
1
Naradh, Kimera
1
Ole-Meiludie, Elikanami
1
Panulo, Barry
1
Pather, Venelle
1
Shyr, Oliver F.
1
Smith, Anri
1
Subramoney, Stephanie Danielle
1
more ...
less ...
Published in...
All
The journal of applied business research
3
International business and economics research journal
2
International journal of finance & banking studies : JJFBS
2
Risk management : a journal of risk, crisis and disaster
2
African finance journal
1
Financial inclusion and sustainable development in sub-Saharan Africa
1
International journal of sport finance
1
International journal of transport economics
1
Journal of economic and financial sciences
1
Risks : open access journal
1
The South African journal of economics
1
The journal of risk model validation
1
more ...
less ...
Source
All
ECONIS (ZBW)
OLC EcoSci
1
Showing
1
-
10
of
19
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
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
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
