Univariate GARCH models applied to the JSE/FTSE stock indices N Oberholzer, P Venter Procedia Economics and Finance 24, 491-500, 2015 | 47 | 2015 |
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 | 24 | 2015 |
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 | 4 | 2023 |
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 | 3 | 2018 |
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 | 3 | 2017 |
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 | 2 | 2018 |
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 | 2 | 2018 |
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 | 2 | 2018 |
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 | 2 | 2018 |
Simulating South African equity Index returns using GARCH models N Oberholzer, PJ Venter | 2 | 2015 |
Volatility spill-over between the Rand foreign exchange market and the JSE/FTSE Top 40 index N Oberholzer PQDT-Global, 2011 | 2 | 2011 |
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 | 1 | 2020 |
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 | | |