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Huang, Chun-Kai
6
Chinhamu, Knowledge
5
Hammujuddy, Jahvaid
3
Huang, Chun-Sung
3
Huang, Chun-kai
3
Huang, Chun-sung
2
Chao, Chen-wei
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Chikobvu, Delson
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Clark, Allan Ernest
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ECONIS (ZBW)
9
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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
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:
4
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:
5
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:
6
Impacts of new transportation systems on tourism behavior : the experience of high-speed rail
Shyr, Oliver F.
;
Chao, Chen-wei
;
Huang, Chun-kai
- In:
International journal of transport economics : IJTE
42
(
2015
)
1
,
pp. 89-110
Persistent link: https://www.econbiz.de/10011296743
Saved in:
7
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:
8
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:
9
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:
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