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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
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Extreme risk, value-at-risk and expected shortfall in the gold market
Chinhamu, Knowledge; Huang, Chun-Kai; Huang, Chun-Sung; … - In: International business and economics research journal 14 (2015) 1, pp. 107-122
Persistent link: https://www.econbiz.de/10010529381
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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
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Dependent bootstrapping for value-at-risk and expected shortfall
Laker, Ian; Huang, Chun-Kai; Clark, Allan Ernest - In: Risk management : a journal of risk, crisis and disaster 19 (2017) 4, pp. 301-322
Persistent link: https://www.econbiz.de/10011850004
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A study on window-size selection for threshold and bootstrap value-at-risk models
Smith, Anri; Huang, Chun-Kai - In: The journal of risk model validation 13 (2019) 4, pp. 1-16
Persistent link: https://www.econbiz.de/10012373140
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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
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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