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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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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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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