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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
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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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Analysis of stock exchange risk and currency in South African financial markets using stable parameter estimation
Naradh, Kimera; Chifurira, Retius; Chinhamu, Knowledge - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 120-131
Persistent link: https://www.econbiz.de/10012804729
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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