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 S outh A frican M ining I ndex K Chinhamu, CK Huang, CS Huang, J Hammujuddy South African Journal of Economics 83 (1), 41-55, 2015 | 23 | 2015 |
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 |
Evaluating risk in gold prices with generalized hyperbolic and stable distributions K Chinhamu, CK Huang, D Chikobvu South African Statistical Journal Proceedings: Proceedings of the 57th …, 2015 | 11 | 2015 |
Value-at-risk for the USD/ZAR exchange rate: The Variance-Gamma model LE Kemda, CK Huang, K Chinhamu South African Journal of Economic and Management Sciences 18 (4), 551-566, 2015 | 11 | 2015 |
Random walk or mean reversion? Empirical evidence from the crude oil market D Chikobvu, K Chinhamu Istatistik journal of the Turkish statistical association 6 (1), 1-9, 2013 | 10 | 2013 |
Value-at-risk estimation of precious metal returns using long memory GARCH models with heavy-tailed distributions. K Chinhamu, R Chifurira, E Ranganai Journal of Statistical Applications and Probability 11 (1), 89-107, 2022 | 6 | 2022 |
A Robust Principal Component Analysis for Estimating Economic Growth in Nigeria in the Presence of Multicollinearity and Outlier A Ebiwonjumi, R Chifurira, K Chinhamu Journal of Statistics Applications & Probability 12 (2), 611-627, 2023 | 5 | 2023 |
An efficient estimation technique for investigating economic growth and its determinants for Nigeria in the presence of multicollinearity E Ayooluwade, R Chifurira, K Chinhamu International Journal of Finance and Banking Studies 11 (1), 107-119, 2022 | 5* | 2022 |
Evaluating South Africa’s market risk using asymmetric power auto-regressive conditional heteroscedastic model under heavy-tailed distributions K Chinhamu, R Chifurira Journal of Economic and Financial Sciences 12 (1), 1-11, 2019 | 5 | 2019 |
Evaluating risk in precious metal prices with generalised Lambda, generalised Pareto and generalised extreme value distributions K Chinhamu, CKK Huang, D Chikobvu South African Statistical Journal 51 (1), 159-182, 2017 | 5 | 2017 |
USING THE GENERALIZED PARETO AND PEARSON TYPE-IV DISTRIBUTIONS TO MEASURE VALUE-AT-RISK FOR THE DAILY SOUTH AFRICAN MINING INDEX R Chifurira, K Chinhamu Studies in Economics and Econometrics 41 (1), 33-54, 2017 | 5 | 2017 |
Estimating the value-at-risk of JSE indices and South African exchange rate with Generalized Pareto and Stable distributions K Naradh, K Chinhamu, R Chifurira Investment Manage Financ Innovations 18, 151-165, 2021 | 4 | 2021 |
Co-integration analysis with structural breaks: South Africa’s gold mining index and USD/ZAR exchange rate R Chifurira, K Chinhamu, D Dubihlela business perspectives, 2016 | 4 | 2016 |
A Garch model test of the random walk hypothesis: Empirical evidence from the platinum market K Chinhamu, D Chikobvu Mediterranean Journal of Social Sciences 5 (14), 77-83, 2014 | 4 | 2014 |
VaR Estimation Using Extreme Value Mixture Models for Cryptocurrencies SD Subramoney, K Chinhamu, R Chifurira Preprints, 2023 | 2 | 2023 |
Estimating South Africa’s growth risk using GARCH-type models and heavy-tailed distributions R Chifurira, K Chinhamu Journal of Statistical Applications and Probability 11 (1), 1-11, 2022 | 2 | 2022 |
Modelling crude oil returns using the NRIG distribution K Chinhamu, N Mabaso, R Chifurira Statistics, Optimization & Information Computing 9 (1), 204-222, 2021 | 2 | 2021 |
Estimating the risk of SARS-CoV-2 deaths using a Markov switching-volatility model combined with heavy-tailed distributions for South Africa N Mthethwa, R Chifurira, K Chinhamu BMC Public Health 22 (1), 1873, 2022 | 1 | 2022 |