Search Results - Chinhamu, K.

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  1. 1
    Value-at-risk for the USD/ZAR exchange rate: The variance-gamma model

    Value-at-risk for the USD/ZAR exchange rate: The variance-gamma model by Kemda, L., Huang, Karl, Chinhamu, K.

    Published 2015
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  2. 2
    Assessing the relative performance of heavy-tailed distributions: Empirical evidence from the Johannesburg stock exchange

    Assessing the relative performance of heavy-tailed distributions: Empirical evidence from the Johannesburg stock exchange by Huang, C., Huang, Chun-Kai, Chinhamu, K.

    Published 2014
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  3. 3
    Evaluating risk in precious metal prices with generalised lambda, generalised pareto and generalised extreme value distributions

    Evaluating risk in precious metal prices with generalised lambda, generalised pareto and generalised extreme value distributions by Chinhamu, K., Huang, Chun-Kai, Chikobvu, D.

    Published 2017
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  4. 4
    Empirical analyses of extreme value models for the South African mining index

    Empirical analyses of extreme value models for the South African mining index by Chinhamu, K., Huang, Chun-Kai, Huang, C., Hammujuddy, J.

    Published 2015
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  5. 5
    Extreme risk in resource indices and the generalized logistic distribution

    Extreme risk in resource indices and the generalized logistic distribution by Huang, Chun-Kai, Pather, V., Hammujuddy, J., Chinhamu, K.

    Published 2017
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