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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Journal of mathematical finance"
~person:"Bishwal, Jaya Prakasah Narayan"
~person:"Epaphra, Manamba"
~person:"Siziba, Simiso"
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Volatility
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Bishwal, Jaya Prakasah Narayan
Epaphra, Manamba
Siziba, Simiso
Ensor, Katherine Bennett
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Esen, Halil Erturk
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Ginley, Matthew
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Gumbo, Victor
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Ngunyi, Anthony
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Journal of mathematical finance
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Modeling exchange rate volatility : application of the GARCH and EGARCH models
Epaphra, Manamba
- In:
Journal of mathematical finance
7
(
2017
)
1
,
pp. 121-143
Persistent link: https://www.econbiz.de/10011658449
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2
An econometric approach to incorporating non-normality in VaR measurement
Gumbo, Victor
;
Siziba, Simiso
- In:
Journal of mathematical finance
6
(
2016
)
1
,
pp. 82-98
Persistent link: https://www.econbiz.de/10011543127
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3
Maximum quasi-likelihood estimation in fractional Levy stochastic volatility model
Bishwal, Jaya Prakasah Narayan
- In:
Journal of mathematical finance
1
(
2011
)
3
,
pp. 58-62
Persistent link: https://www.econbiz.de/10009668523
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