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~person:"Huang, Chun-Kai"
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3
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FTSE/JSE Mining Index
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Huang, Chun-Kai
Chinhamu, Knowledge
5
Hammujuddy, Jahvaid
3
Huang, Chun-Sung
3
Huang, Chun-kai
3
Huang, Chun-sung
2
Chao, Chen-wei
1
Chikobvu, Delson
1
Clark, Allan Ernest
1
Kruger, Ryan
1
Laker, Ian
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Pather, Venelle
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Rajaratnam, Kanshukan
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Shyr, Oliver F.
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African finance journal
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1
The South African journal of economics
1
The journal of applied business research
1
The journal of risk model validation
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ECONIS (ZBW)
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1
A comparative analysis of Aggregational Gaussianity across different market capitalisations for JSE-listed shares and indices
Kruger, Ryan
;
Huang, Chun-Sung
;
Rajaratnam, Kanshukan
; …
- In:
African finance journal
21
(
2019
)
2
,
pp. 24-35
Persistent link: https://www.econbiz.de/10012316626
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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:
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
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:
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