Search Results - Huang, Chun-Kai

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  1. 1
    Exchangeability, extreme returns and Value-at-Risk forecasts

    Exchangeability, extreme returns and Value-at-Risk forecasts by Huang, Chun-Kai, North, D., Zewotir, T.

    Published 2017
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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
    Dependent bootstrapping for value-at-risk and expected shortfall

    Dependent bootstrapping for value-at-risk and expected shortfall by Laker, I., Huang, Chun-Kai, Clark, A.

    Published 2017
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  5. 5
    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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  6. 6
    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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  7. 7
    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models

    Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models by Huang, Chun-Kai, Huang, Karl, Hammujuddy, Jahvaid, Chinhamu, Knowledge

    Published 2022
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  8. 8
    Access to academic libraries: an indicator of openness?

    Access to academic libraries: an indicator of openness? by Wilson, Katie, Neylon, Cameron, Montgomery, Lucy, Huang, Chun-Kai Karl

    Published 2019
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