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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
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Optimal omega-ratio portfolio performance constrained by tracking error
Gunning, Wade; Van Vuuren, Gary - In: Investment management and financial innovations 17 (2020) 3, pp. 263-280
Persistent link: https://www.econbiz.de/10012406128
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Forecasting the South African business cycle using fourier analysis
Thomson, Daniel; Van Vuuren, Gary - In: International business and economics research journal 15 (2016) 4, pp. 175-192
Persistent link: https://www.econbiz.de/10011701288
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Development and comparison of payment behaviour prediction models for two South African state departments
Fourie, Erika; Verster, Tanja; Van Vuuren, Gary - In: South African journal of economic and management sciences 20 (2017) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10011778244
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Estimating Value at Risk and expected shortfall : a Kalman filter approach
Lecq, Max van der; Van Vuuren, Gary - In: International journal of economics and financial issues … 14 (2024) 1, pp. 1-14
Persistent link: https://www.econbiz.de/10014567063