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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
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The performance of linear versus non-linear models in forecasting returns on the Johannesburg Stock Exchange
Gysen, Michael van; Huang, Chun-sung; Kruger, Ryan - In: International business and economics research journal 12 (2013) 8, pp. 985-994
Persistent link: https://www.econbiz.de/10009792062
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A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models : evidence from the Johannesburg stock exchange
Elenjical, Timmy; Mwangi, Patrick; Panulo, Barry; … - In: Risk management : a journal of risk, crisis and disaster 18 (2016) 2/3, pp. 89-110
Persistent link: https://www.econbiz.de/10011537385