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~person:"Chinhamu, Knowledge"
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Statistical distribution
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Chinhamu, Knowledge
Dijk, Herman K. van
47
Ravazzolo, Francesco
44
Fabozzi, Frank J.
42
Härdle, Wolfgang
39
Račev, Svetlozar T.
38
Lucas, André
32
Opschoor, Anne
31
McAleer, Michael
30
Mitchell, James
30
Paolella, Marc S.
30
Casarin, Roberto
29
Einmahl, John H. J.
29
Nadarajah, Saralees
27
Phillips, Peter C. B.
27
Landsman, Zinoviy
25
Griffiths, William E.
23
Hoogerheide, Lennart F.
23
Linton, Oliver
23
Hoogerheide, Lennart
21
Kotz, Samuel
21
Perote, Javier
20
Diebold, Francis X.
19
Fischer, Matthias
19
Swanson, Norman R.
19
Ardia, David
18
Bollerslev, Tim
18
Corradi, Valentina
18
Dijk, Dick van
18
Furman, Edward
18
Grassi, Stefano
18
Kim, Young Shin
18
Madan, Dilip B.
18
Segers, Johan
18
Wu, Ximing
18
Bottazzi, Giulio
17
Harvey, Andrew C.
17
van Dijk, H. K.
17
Koopman, Siem Jan
16
Sornette, Didier
16
Stoyanov, Stoyan V.
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International business and economics research journal
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International journal of finance & banking studies : JJFBS
2
The journal of applied business research
2
Journal of economic and financial sciences
1
The South African journal of economics
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1
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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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:
7
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:
8
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
Saved in:
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