Now showing items 1-2 of 2

    • Ekonometriese modelle in finansiële risiko 

      De Jongh, P.J. (AOSIS, 2008)
      This paper provides an overview of the contributions by prof JH Venter to financial risk and volatility modelling, estimation and forecasting. Venter's research is based on the classical GARCH model which he refines in ...
    • Extended stochastic volatility models incorporating realised measures 

      Venter, J.H.; De Jongh, P.J. (Elsevier, 2014)
      Extended stochastic volatility models are studied which use the daily returns as well as the volatility information in intraday price data summarised in terms of a number of realised measures. These extended models treat ...