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Knowledge Chinhamu
Knowledge Chinhamu
Associate Professor, School of Mathematics, Statistics and Computer Science, University of KwaZulu
Verified email at ukzn.ac.za
Title
Cited by
Cited by
Year
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
422015
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
272014
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
232015
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
122014
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
112015
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
112015
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
102013
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
52023
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
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
52022
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
52019
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
52017
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
52017
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
42016
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
42014
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
32021
VaR Estimation Using Extreme Value Mixture Models for Cryptocurrencies
SD Subramoney, K Chinhamu, R Chifurira
Preprints, 2023
22023
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
22022
Modelling crude oil returns using the NRIG distribution
K Chinhamu, N Mabaso, R Chifurira
Statistics, Optimization & Information Computing 9 (1), 204-222, 2021
22021
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
12022
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Articles 1–20