Discover open access scientific publications

Search, annotate, share and cite publications

Publications by Carl H. Korkpoe

A Markov Regime Switching Approach to Estimating the Volatility of Johannesburg Stock Exchange (JSE) Returns

Investment Management and Financial Innovations

International Management

English

Related publications

Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns

SSRN Electronic Journal

English

Volatility Model Choice for Sub-Saharan Frontier Equity Markets - A Markov Regime Switching Bayesian Approach

EMAJ: Emerging Markets Journal

English

A Markov-Switching Approach to Measuring Exchange Market Pressure

International Journal of Finance and Economics

English

Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode

Journal of Applied Mathematics

Applied Mathematics

English

Evaluating Currency Crises: A Multivariate Markov Regime Switching Approach*

Manchester School

English

Implied Volatility and Warrant Issuing Strategies: Some Evidence From the Johannesburg Stock Exchange

South African Journal of Business Management

International Management

English

Estimating Stochastic Volatility: The Rough Side to Equity Returns

Decisions in Economics and Finance

English

The Response of the Johannesburg Stock Exchange to Changes in Exchange Rate Regimes

Mediterranean Journal of Social Sciences

English

Using Executive Information Systems as a Business Management Tool in Listed Johannesburg Stock Exchange (JSE) Companies: An Exploratory Study

English