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Centre for BMI Research
Centre for BMI Research
NWU, Potchefstroom Campus, South Africa
Verified email at nwu.ac.za - Homepage
Title
Cited by
Cited by
Year
Risk estimation using the normal inverse Gaussian distribution
JH Venter, PJ De Jongh
Potchefstroomse Universiteit vir Christelike Hoër Onderwys, 2001
1292001
Interpreting the Sharpe ratio when excess returns are negative
W McLEOD, G van Vuuren
Investment Analysts Journal 33 (59), 15-20, 2004
782004
Investigating the cyclical behaviour of the dry bulk shipping market
C Chistè, G Van Vuuren
Maritime Policy & Management 41 (1), 1-19, 2014
672014
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
652013
The impact of pre-selected variance in ation factor thresholds on the stability and predictive power of logistic regression models in credit scoring
PJ De Jongh, E De Jongh, MP Pienaar, H Gordon-Grant, M Oberholzer, ...
ORiON 31 (1), 17-37, 2015
552015
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
511988
The capital asset pricing model and Fama-French three factor model in an emerging market environment
A Karp, G Van Vuuren
The International Business & Economics Research Journal (Online) 16 (4), 231, 2017
462017
Investment implications of the fractal market hypothesis
A Karp, G Van Vuuren
Annals of Financial Economics 14 (01), 1950001, 2019
442019
The maximum diversification investment strategy: A portfolio performance comparison
L Theron, G Van Vuuren
Cogent Economics & Finance 6 (1), 1427533, 2018
382018
The prominence of stationarity in time series forecasting
J Van Greunen, A Heymans, C Van Heerden, G Van Vuuren
Studies in Economics and Econometrics 38 (1), 1-16, 2014
372014
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
362012
An improved formulation of the underground mine scheduling optimisation problem when considering selective mining
SE Terblanche, A Bley
ORiON 31 (1), 1-16, 2015
352015
A proposed best practice model validation framework for banks
PJ De Jongh, J Larney, E Mare, GW Van Vuuren, T Verster
South African Journal of Economic and Management Sciences 20 (1), 1-15, 2017
272017
Implied asset correlation in retail loan portfolios
M Botha, G van Vuuren
Journal of Risk Management in Financial Institutions 3 (2), 156-173, 2010
272010
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
232004
Case study of postgraduate student dropout rate at South African universities
A Styger, GW Van Vuuren, A Heymans
Clute Institute, 2015
222015
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
212009
Calculating operational value-at-risk (OpVaR) in a retail bank
J Esterhuysen, P Styger, G Van Vuuren
South African Journal of Economic and Management Sciences 11 (1), 1-16, 2008
212008
Measuring the systemic risk in the South African banking sector
GM Foggitt, A Heymans, GW van Vuuren, A Pretorius
South African Journal of Economic and Management Sciences 20 (1), 1-9, 2017
202017
Forecasting the South African business cycle using Fourier analysis
D Thomson, G Van Vuuren
The International Business & Economics Research Journal (Online) 15 (4), 175, 2016
202016
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