Narrow search
Showing 1 - 7 of 7
Cover Image
A review and update of value at risk
Maxwell, D.; Van Vuuren, Gary - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 38 (2014) 3, pp. 79-101
Persistent link: https://www.econbiz.de/10010517315
Cover Image
The prominence of stationarity in time series forecasting
Greunen, J. van; Heymans, A.; Van Heerden, Chris; Van … - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 38 (2014) 1, pp. 1-16
Persistent link: https://www.econbiz.de/10010377068
Cover Image
Exploring the behaviour of actively managed, maximally diversified portfolios
Theron, L.; Van Vuuren, Gary - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 44 (2020) 2, pp. 49-72
Persistent link: https://www.econbiz.de/10012613652
Cover Image
Identifying the drivers of trade finance in South Africa
Boshoff, S.; Van Vuuren, Gary; Viviers, Wilma - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 44 (2020) 3, pp. 139-162
Persistent link: https://www.econbiz.de/10012613711
Cover Image
Hedge fund performance evaluation using the Kalman filter
Van Vuuren, Gary; Yacumakis, R. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 39 (2015) 3, pp. 1-23
Persistent link: https://www.econbiz.de/10011569456
Cover Image
Mean reversion of rates and prices in the South African market
Botha, M.; Vuuren, G. van; Styger, P. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 24 (2000) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10001480413
Cover Image
Mean reversion of rates and prices in the South African market
Botha, M.; Vuuren, G. van; Styger, P. - In: Tydskrif vir studies in ekonomie en ekonometrie : SEE 24 (2000) 1, pp. 55-67
Persistent link: https://www.econbiz.de/10009952085