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subject:"ARCH model"
~person:"Chinhamu, Knowledge"
~subject:"Risk"
~subject:"Statistical distribution"
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Chinhamu, Knowledge
Wang, Ruodu
22
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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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
Generalized hyperbolic distributions and value-at-risk estimation for the South African mining index
Huang, Chun-kai
;
Chinhamu, Knowledge
;
Huang, Chun-sung
; …
- In:
International business and economics research journal
13
(
2014
)
2
,
pp. 319-328
Persistent link: https://www.econbiz.de/10010362786
Saved in:
7
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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