Now showing items 1-2 of 2

    • GARCH models based on Brownian Inverse Gaussian innovation processes 

      Griebenow, Gideon (North-West University, 2006)
      In classic GARCH models for financial returns the innovations are usually assumed to be normally distributed. However, it is generally accepted that a non-normal innovation distribution is needed in order to account for ...
    • Measuring reputational risk in the South African banking sector 

      Ferreira, Susara (2015)
      With few previous data and literature based on the South African banking sector, the key aim of this study was to contribute further results concerning the effect of operational loss events on the reputation of South African ...