| Extreme risk, value-at-risk and expected shortfall in the gold market K Chinhamu, CK Huang, CS Huang, D Chikobvu International Business & Economics Research Journal (IBER) 14 (1), 107-122, 2015 | 42 | 2015 |
| Generalized hyperbolic distributions and value-at-risk estimation for the South African mining index CK Huang, K Chinhamu, CS Huang, J Hammujuddy International Business & Economics Research Journal (IBER) 13 (2), 319-328, 2014 | 27 | 2014 |
| Empirical Analyses of Extreme Value Models for the South African Mining Index CK Huang, CS Huang, J Hammujuddy South African Journal of Economics, 2014 | 23* | 2014 |
| Efficient pricing of discrete arithmetic Asian options under mean reversion and jumps based on Fourier-cosine expansions CS Huang, JG O’Hara, S Mataramvura Journal of Computational and Applied Mathematics 311, 230-238, 2017 | 16 | 2017 |
| The performance of linear versus non-linear models in forecasting returns on the Johannesburg Stock Exchange M Van Gysen, CS Huang, R Kruger International Business & Economics Research Journal (IBER) 12 (8), 985-994, 2013 | 16 | 2013 |
| Assessing the relative performance of heavy-tailed distributions: Empirical evidence from the Johannesburg Stock Exchange CS Huang, CK Huang, K Chinhamu Journal of Applied Business Research (JABR) 30 (4), 1263-1286, 2014 | 12 | 2014 |
| Highly efficient Shannon wavelet-based pricing of power options under the double exponential jump framework with stochastic jump intensity and volatility CS Huang, JG O'Hara, S Mataramvura Applied Mathematics and Computation 414, 126669, 2022 | 9 | 2022 |
| A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange T Elenjical, P Mwangi, B Panulo, CS Huang Risk Management 18, 89-110, 2016 | 9 | 2016 |
| The efficiency of sport betting markets: an analysis using arbitrage trading within super Rugby. M Buckle, CS Huang International Journal of Sport Finance 13 (3), 2018 | 5 | 2018 |
| A Comparative Study On The Effects Of Market Crisis And Recessions On The Performance Of Defensive Sectors E Ole-Meiludie, S Mashinini, CS Huang, K Rajaratnam Journal of Applied Business Research (JABR) 30 (5), 1501-1512, 2014 | 4 | 2014 |
| Forecasting stock market volatility in the presence of structural breaks: An application to value-at-risk estimation in South Africa L Reddy, D Pillai, CS Huang, CK Huang Annual Proceedings of the South African Statistical Association Conference …, 2017 | 2 | 2017 |
| Highly Efficient Option Valuation under the Double Jump Framework with Stochastic Volatility and Jump Intensity Based on shannon Wavelet Inverse Fourier Technique CS Huang, JG O'Hara, S Mataramvura Available at SSRN 3087866, 2017 | 1 | 2017 |
| Consumer Loan Decisions with Profit-Loss Tradeoff under Multiple Economic Conditions K Rajaratnam, CS Huang 41st Annual Conference of the Operations Research Society of South Africa, 40, 2012 | 1 | 2012 |
| Information transmission between Bitcoin and other asset classes on the Johannesburg Stock Exchange K Els, C Mills, W Turkington, CS Huang 64th Annual Conference of the South African Statistical Association for 2023 …, 2023 | | 2023 |
| Optimal window size detection in Value-at-Risk forecasting: A case study on conditional generalised hyperbolic models CK Huang, K Huang, J Hammujuddy, K Chinhamu Proceedings of the 63rd Annual Conference of the South African Statistical …, 2022 | | 2022 |
| A comparative analysis of Aggregational Gaussianity across different market capitalisations for JSE-listed shares and indices R Kruger, CS Huang, K Rajaratnam, CK Huang African Finance Journal 21 (2), 24-35, 2019 | | 2019 |
| An extension of the traditional uncovered interest rate parity model for exchange rate forecasting D Reddy, CS Huang Annual Proceedings of the South African Statistical Association Conference …, 2019 | | 2019 |
| Highly efficient pricing of exotic derivatives under mean-reversion, jumps and stochastic volatility CS Huang | | 2018 |
| Modeling the South African Mining Index with generalized hyperbolic distributions K Chinhamu, CK Huang, MJ Hammujuddy, CS Huang Annual Proceedings of the South African Statistical Association Conference …, 2013 | | 2013 |
Knowledge ChinhamuAssociate Professor, School of Mathematics, Statistics and Computer Science, University of KwaZuluGeverifieerd e-mailadres voor ukzn.ac.za
