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Riaan (PJ) de Jongh
Riaan (PJ) de Jongh
Centre for BMI; North-West University
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
1282001
A review of operational risk in banks and its role in the financial crisis
E de Jongh, R de Jongh, D 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 inflation factor thresholds on the stability and predictive power of logistic regression models in credit scoring
PJ de Jongh, E de Jongh, M Pienaar, H Gordon-Grant, M Oberholzer, ...
ORION 31 (1), 17-37, 2015
522015
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
A proposed best practice model validation framework for banks
PJ de Jongh, J Larney, E Mare, G van Vuuren, T Verster
262016
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
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
172005
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), 1-13, 2014
162014
An introduction to neural networks
PJ de Jongh, T de Wet
South African Statistical Journal 27, 103-128, 1993
161993
Combining scenario and historical data in the loss distribution approach: A new procedure that incorporates measures of agreement between scenarios and historical data.
PJ de Jongh, T de Wet, H Raubenheimer, JH Venter
Journal of Operational Risk 10 (1), 1-31, 2015
152015
Extended stochastic volatility models incorporating realised measures
JH Venter, PJ de Jongh
Computational Statistics & Data Analysis 76, 687-707, 2014
152014
Combining Vasicek and robust estimators for forecasting systematic risk
GS Cloete, PJ de Jonah, T De Wet
Investment Analysts Journal 31 (55), 37-44, 2002
102002
Future: A knowledge-based system for threat assessment
PJ De Jongh, KJ Carden, NA Rogers
Interfaces 24 (2), 76-86, 1994
101994
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
101985
A critical review of the Basel margin of conservatism requirement in a retail credit context
R De Jongh, T Verster, E Reynolds, M Joubert, H Raubenheimer
International Business & Economics Research Journal (IBER) 16 (4), 257-274, 2017
92017
Designing and Implementing Industry Directed Training and Research Programmes with a Statistical Science Core: The BMI experience
PJ DE JONGH, CM ERASMUS
South African Journal of Science 10 (11/12), 17-24, 2014
7*2014
A motivation for banks in emerging economies to adapt agency ratings when assessing corporate credit
T Verster, R De Jongh, S Greenberg, E Fourie, D de Wet
South African Journal of Economic and Management Sciences 22 (1), 1-11, 2019
62019
A Simulation Comparison of Quantile Approximation Techniques for Compound Distributions popular in Operational Risk
PJ de Jongh, T de Wet, K Panman, H Raubenheimer
Journal of Operational Risk 11 (1), 23-48, 2016
62016
The impact of PD-LGD correlation on expected loss and economic capital
G Van Vuuren, R De Jongh, T Verster
Klute Institute, 2017
52017
GARCH-type volatility models based on Brownian inverse Gaussian intra-day return processes
JH Venter, PJ De Jongh, G Griebenow
The Journal of Risk 8 (4), 97, 2006
52006
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