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Jason Narsoo
Jason Narsoo
University of Mauritius & Institute of Actuaries (France)
Verified email at uom.ac.mu
Title
Cited by
Cited by
Year
Early human capital: the driving force to economic growth in island economies
V Tandrayen Ragoobur, J Narsoo
International Journal of Social Economics 49 (11), 1680-1695, 2022
132022
Evaluation of the Kou-Modified Lee-Carter model in mortality forecasting: Evidence from French male mortality data
MAC Alijean, J Narsoo
Risks 6 (4), 123, 2018
132018
Forecasting multivariate VaR and ES using MC-GARCH-Copula model
HK Badaye, J Narsoo
The Journal of Risk Finance 21 (5), 493-516, 2020
112020
Forecasting value at risk using GARCH and extreme value theory approaches for daily returns
V Sowdagur, J Narsoo
International Journal of Statistics and Applications 7 (2), 137-151, 2017
102017
Forecasting USD/MUR exchange rate dynamics: An application of asymmetric volatility models
J Narsoo
International Journal of Statistics and Applications 5 (5), 247-256, 2015
102015
The vicious circle that is Mauritian politics: The legacy of Mauritius’s electoral boundaries
L Couacaud, SS Sookrajowa, J Narsoo
Ethnopolitics 21 (1), 48-79, 2022
82022
Risk model validation: an intraday VaR and ES approach using the multiplicative component GARCH
R Summinga-Sonagadu, J Narsoo
Risks 7 (1), 10, 2019
82019
High frequency exchange rate volatility modelling using the multiplicative component GARCH
J Narsoo
International Journal of Statistics and Applications 6 (1), 8-14, 2016
62016
Evaluation of GARCH-type models in volatility and value-at-risk forecasting: Evidences from USD/MUR exchange rates
J Narsoo
University of Mauritius Research Journal 22, 2016
52016
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility
J Narsoo, N Thakoor, YD Tangman, M Bhuruth
Engineering Analysis with Boundary Elements 146, 869-879, 2023
32023
Evaluation of the forecasting accuracy of stochastic mortality models: An analysis of developed and developing countries
O Devi Fokeer, J Narsoo
Communications in Statistics: Case Studies, Data Analysis and Applications 8 …, 2022
32022
Performance analysis of portfolio optimisation strategies: Evidence from the exchange market
J Narsoo
International journal of economics and finance 9 (6), 124-132, 2017
32017
The impact of consociationalism on female political representation: The case study of Mauritius
SS Sookrajowa, J Narsoo, L Murday
Representation 60 (1), 35-54, 2024
22024
A novel EVT-modified Lee-Carter model for mortality forecasting: An application to extreme mortality events
G Gungah, J Narsoo
Journal of Statistics and Management Systems 25 (1), 211-243, 2022
22022
High frequency volatility forecasting: A new approach using a hybrid ANN‐MC‐GARCH model
AF Jumoorty, R Thoplan, J Narsoo
International Journal of Finance & Economics 28 (4), 4156-4175, 2023
12023
Dynamics of Crude Oil Volatility: An Application of Markov-Switching GARCH Models
MI Khodabocus, J Narsoo
International Journal of Statistics & Economics 20 (2), 2019
2019
VAR Analysis for SEMDEX Market Index: Fat Tails and Conditional Asymmetries in Return Innovations
J Narsoo
International Journal of Statistics & Economics™ 18 (3), 22-31, 2017
2017
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