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Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel; Okorie, Idika E.; Nadarajah, Saralees - In: Computational economics 63 (2024) 1, pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
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The Kumaraswamy Gumbel distribution
Cordeiro, Gauss; Nadarajah, Saralees; Ortega, Edwin - In: Statistical Methods and Applications 21 (2012) 2, pp. 139-168
Persistent link: https://www.econbiz.de/10010848094
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The largest SNR distribution
Nadarajah, Saralees - In: AStA Advances in Statistical Analysis 93 (2009) 1, pp. 89-107
Persistent link: https://www.econbiz.de/10005598053
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The misclassification error of the maximum likelihood procedure when deciding among a finite choice of distributions
Withers, Christopher; Nadarajah, Saralees - In: Metrika 72 (2010) 2, pp. 233-250
Persistent link: https://www.econbiz.de/10008673991
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Loss modeling using Burr mixtures
Abu Bakar, S. A.; Nadarajah, Saralees; Adzhar, Z. A. … - In: Empirical economics : a journal of the Institute for … 54 (2018) 4, pp. 1503-1516
Persistent link: https://www.econbiz.de/10011949570