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Publications by John M. Mwamba

The Role of Distribution and Volatility Specification in Value at Risk Estimation: Evidence From the Johannesburg Stock Exchange

Journal of Economic and Financial Sciences

English

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

South African Journal of Business Management

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Extreme Value Volatility Estimators and Realized Volatility of Istanbul Stock Exchange: Evidence From Emerging Market

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Soccer and Stock Market Risk: Empirical Evidence From the Istanbul Stock Exchange

Psychological Reports

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An Empirical Evaluation in GARCH Volatility Modeling: Evidence From the Stockholm Stock Exchange

Journal of Mathematical Finance

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

Investment Management and Financial Innovations

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High Volatility, Thick Tails and Extreme Value Theory in Value-At-Risk Estimation

Insurance: Mathematics and Economics

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

Mediterranean Journal of Social Sciences

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The Investment Return Puzzle on the Johannesburg Stock Exchange

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Stock Price Volatility and Fundamental Value: Evidence From Central and Eastern European Countries

Economics and Business Review

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