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
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
Interpreting the Sharpe ratio when excess returns are negative
W McLEOD, G van Vuuren
Investment Analysts Journal 33 (59), 15-20, 2004
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
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
Investigating the cyclical behaviour of the dry bulk shipping market
C Chistè, G Van Vuuren
Maritime Policy & Management 41 (1), 1-19, 2014
Implied asset correlation in retail loan portfolios
M Botha, G van Vuuren
Journal of Risk Management in Financial Institutions 3 (2), 156-173, 2010
Nig-Garch models based on open, close, high and low prices: theory and methods
JR Venter, PJ De Jongh, G Griebenow
South African statistical journal 39 (2), 79-101, 2005
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
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
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
Optimization of PON planning for FTTH deployment based on coverage
SP van Loggerenberg, MJ Grobler, SE Terblanche
Proceedings of the Southern Africa Telecommunication Networks and …, 2012
Extended stochastic volatility models incorporating realised measures
JH Venter, PJ De Jongh
Computational Statistics & Data Analysis 76, 687-707, 2014
Contributions towards survivable network design with uncertain traffic requirements
SE Terblanche
North-West University, 2008
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
Solution strategies for the multi-hour network design problem
SE Terblanche, R Wessäly, JM Hattingh
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
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
The effect of stressed economic conditions on operational risk loss distributions
J Esterhuysen, G Van Vuuren, P Styger
South African Journal of Economic and Management Sciences 13 (4), 577-592, 2010
A triptych on the USD-ZAR exchange rate dynamics
P Styger, M Quinton, S Viljoen
EuroJournals Publishing, 2009
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