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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

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

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

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

Value at risk estimation using GAS models with heavy tailed distributions for cryptocurrencies

Subramoney, Stephanie Danielle; Chinhamu, Knowledge; … - In: International journal of finance & banking studies : JJFBS 10 (2021) 4, pp. 40-54

Persistent link: https://www.econbiz.de/10012653269

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

Estimation and prediction of commodity returns using long memory volatility models

Basira, Kisswell; Dhliwayo, Lawrence; Chinhamu, Knowledge; … - In: Risks : open access journal 12 (2024) 5, pp. 1-20

Modelling the volatility of commodity prices and creating more reliable models for estimating and forecasting commodity price returns are crucial. The body of research on statistical models that can fully reflect the empirical characteristics of commodity price returns is lacking. The main aim...

Persistent link: https://www.econbiz.de/10014636621