Centre for BMI Research
Centre for BMI Research
NWU, Potchefstroom Campus, South Africa
Verified email at nwu.ac.za - Homepage
TitleCited byYear
Risk estimation using the normal inverse Gaussian distribution
JH Venter, PJ de Jongh
Journal of Risk 4, 1-24, 2002
1002002
Interpreting the Sharpe ratio when excess returns are negative
W McLEOD, G van Vuuren
Investment Analysts Journal 33 (59), 15-20, 2004
412004
Mallows-type bounded-influence-regression trimmed means
PJ De Jongh, T De Wet, AH Welsh
Journal of the American Statistical Association 83 (403), 805-810, 1988
411988
Selecting an innovation distribution for garch models to improve efficiency of risk and volatility estimation
JH Venter, PJ De Jongh
Journal of Risk 6 (3), 2004
222004
Investigating the cyclical behaviour of the dry bulk shipping market
C Chistè, G Van Vuuren
Maritime Policy & Management 41 (1), 1-19, 2014
212014
Basel III countercyclical capital rules: Implications for South Africa
G Van Vuuren
South African Journal of Economic and Management Sciences 15 (3), 309-324, 2012
212012
Implied asset correlation in retail loan portfolios
M Botha, G van Vuuren
Journal of Risk Management in Financial Institutions 3 (2), 156-173, 2010
152010
Nig-Garch models based on open, close, high and low prices: theory and methods
JR Venter, G Griebenow, PJ De Jongh
South African statistical journal 39 (2), 79-101, 2005
152005
A review of operational risk in banks and its role in the financial crisis
E De Jongh, D De Jongh, R De Jongh, G Van Vuuren
South African Journal of Economic and Management Sciences 16 (4), 364-382, 2013
142013
Further evidence of long memory in the South African stock market
Q Morris, G Van Vuuren, P Styger
South African Journal of Economics 77 (1), 81-101, 2009
132009
Solving the passive optical network with fiber duct sharing planning problem using discrete techniques
SP Van Loggerenberg, MJ Grobler, SE Terblanche
Electronic Notes in Discrete Mathematics 41, 343-350, 2013
122013
Optimization of PON planning for FTTH deployment based on coverage
SP Van Loggerenberg, MJ Grobler, SE Terblanche
Proc. Southern African Telecommun. and Netw. Access Conf. SATNAC 2012, 2012
122012
Extended stochastic volatility models incorporating realised measures
JH Venter, PJ De Jongh
Computational Statistics & Data Analysis 76, 687-707, 2014
102014
Contributions towards survivable network design with uncertain traffic requirements
SE Terblanche
North-West University, Potchefstroom Campus, 2008
102008
Solution strategies for the multi-hour network design problem
SE Terblanche, R Wessäly, JM Hattingh
102007
Combining scenario and historical data in the loss distribution approach: a new procedure that incorporates measures of agreement between scenarios and historical data
R de Jongh, T De Wet, H Raubenheimer, JH Venter
Journal of Operational Risk 10 (1), 2015
92015
Survivable network design with demand uncertainty
SE Terblanche, R Wessäly, JM Hattingh
European Journal of Operational Research 210 (1), 10-26, 2011
92011
Survivable network design with demand uncertainty
SE Terblanche, R Wessäly, JM Hattingh
European Journal of Operational Research 210 (1), 10-26, 2011
92011
Trimmed mean and bounded influence estimators for the parameters of the AR (1) process
PJ De Jongh, T De Wet
Communications in Statistics-Theory and Methods 14 (6), 1361-1375, 1985
91985
Implementing the countercyclical capital buffer in South Africa: Practical considerations
P Burra, PJ De Jongh, H Raubenheimer, G Van Vuuren, H Wiid
South African Journal of Economic and Management Sciences 18 (1), 105-127, 2015
82015
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