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VAR modelling of dynamics of poverty, unemployment, literacy and per capita income in Nigeria

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Analysis of stock exchange risk and currency in South African financial markets using stable parameter estimation

Naradh, Kimera; Chifurira, Retius; Chinhamu, Knowledge - In: International journal of finance & banking studies : JJFBS 11 (2022) 1, pp. 120-131

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Value at risk estimation using GAS models with heavy tailed distributions for cryptocurrencies

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Volatility dynamics and the risk-return relationship in South Africa : a GARCH approach

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Estimation and prediction of commodity returns using long memory volatility models

Basira, Kisswell; Dhliwayo, Lawrence; Chinhamu, Knowledge; … - In: Risks : open access journal 12 (2024) 5, pp. 1-20

Modelling the volatility of commodity prices and creating more reliable models for estimating and forecasting commodity price returns are crucial. The body of research on statistical models that can fully reflect the empirical characteristics of commodity price returns is lacking. The main aim...

Persistent link: https://www.econbiz.de/10014636621