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Niël Oberholzer
Niël Oberholzer
Director of Advancement and Funding
Verified email at aue.ae
Title
Cited by
Cited by
Year
Univariate GARCH models applied to the JSE/FTSE stock indices
N Oberholzer, P Venter
Procedia Economics and Finance 24, 491-500, 2015
472015
Volatility spill-over between the JSE/FTSE indices and the South African Rand
N Oberholzer, ST von Boetticher
Procedia Economics and Finance 24, 501-510, 2015
242015
The influence of transformational and learning through R&D capabilities on the competitive advantage of firms
H Aldabbas, N Oberholzer
Arab Gulf Journal of Scientific Research, 2023
42023
Univariate and multivariate GARCH models applied to the CARBS indices
CCA Labuschagne, N Oberholzer, PJ Venter
Advances in Panel Data Analysis in Applied Economic Research: 2017 …, 2018
32018
Univariate GARCH model generated volatility Skews for the CIVETS stock indices
CCA Labuschagne, N Oberholzer, PJ Venter
Advances in Applied Economic Research: Proceedings of the 2016 International …, 2017
32017
Precious metals as safe haven assets in the South African market
DA Hunt, CL le Roux, N Oberholzer
4th 2018 Academy of Business and Emerging Markets (ABEM) Conference, 75, 2018
22018
A Vector Error Correction Model (VECM) of FTSE/JSE SA Listed Property Index and FTSE/JSE SA Capped Property Index
CCA Labuschagne, N Oberholzer, PJ Venter
Advances in Panel Data Analysis in Applied Economic Research: 2017 …, 2018
22018
Value-at-risk forecasting of the CARBS Indices
CCA Labuschagne, N Oberholzer, PJ Venter
Advances in Panel Data Analysis in Applied Economic Research: 2017 …, 2018
22018
A mean-variance analysis of the global minimum variance portfolio constructed using the CARBS indices
CCA Labuschagne, N Oberholzer, PJ Venter
Advances in Panel Data Analysis in Applied Economic Research: 2017 …, 2018
22018
Simulating South African equity Index returns using GARCH models
N Oberholzer, PJ Venter
22015
Volatility spill-over between the Rand foreign exchange market and the JSE/FTSE Top 40 index
N Oberholzer
PQDT-Global, 2011
22011
Heston Nandi option pricing model applied to the CIVETS indices
N Oberholzer, PJ Venter
Advances in Cross-Section Data Methods in Applied Economic Research: 2019 …, 2020
12020
Volatility Modelling and Trading Volume of the CARS equity indices
N Oberholzer, C Venter
Advances in Cross-Section Data Methods in Applied Economic Research: 2019 …, 2020
2020
Expected Shortfall Modelling of the CARBS indices
CCA Labuschagne, N Oberholzer, PJ Venter
Advances in Cross-Section Data Methods in Applied Economic Research: 2019 …, 2020
2020
Information efficiency between equity markets of commodity-driven countries
N Oberholzer
PQDT-Global, 2019
2019
An Alternative to Alternatives: Comparing the Risk-Adjusted Performance of ETF-Core Portfolios vs the ALSI
TSV Mofokeng
PQDT-Global, 2018
2018
An analysis of the status of CSR practice in the South African business context: A framework for analysis
E Vos, N Oberholzer
Advances in Time Series Data Methods in Applied Economic Research …, 2018
2018
MODELLING CURRENCY VOLATILITY OF THE TOP SUGAR EXPORTING COUNTRIES: SYMMETRIC VS ASYMMETRIC GARCH MODELS
N Oberholzer, P Venter
2016
Volatility spill-over between the Rand foreign exchange market and the JSE/FTSE Top 40
N Oberholzer
University of Johannesburg, 2011
2011
A VAR ANALYSIS OF THE PRICE OF RAW SUGAR VS FERTILISER INPUT COSTS
CCA Labuschagne, N Oberholzer, PJ Venter
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