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Volatility forecasting and value-at-risk estimation in emerging markets : the case of the stock market index portfolio in South Africa
Bonga-Bonga, Lumengo; Mutema, George - In: South African journal of economic and management sciences 12 (2009) 4, pp. 401-411
Persistent link: https://www.econbiz.de/10003962746
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The predictability of stock market returns in South Africa : parametric vs. non-parametric methods
Bonga-Bonga, Lumengo; Muteba Mwamba, John - In: The South African journal of economics 79 (2011) 3, pp. 301-311
Persistent link: https://www.econbiz.de/10009376640
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Prediction of stock market direction : application of machine learning models
Dimingo, Roselyn; Muteba Mwamba, John; Bonga-Bonga, Lumengo - In: Economia internazionale 74 (2021) 4, pp. 499-536
Persistent link: https://www.econbiz.de/10013164505
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Multivariate models for the prediction of stock returns in an emerging market economy : comparison of parametric and non-parametric models
Bonga-Bonga, Lumengo; Mwamba, Muteba John - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 25-41
Persistent link: https://www.econbiz.de/10014511846