Výsledky vyhledávání - "Nixon S. Chekenya"

Akademický článek

The impact of the presence of autoregressive conditional heteroscedasticity (ARCH) effects on spurious regressions

Autor: Nixon S. Chekenya, Canicio Dzingirai

Publikováno v: Scientific African, Vol 8, Iss , Pp e00382- (2020)

Spurious (nonsensical) regressions with independent random walks or even with stationary series are well known. However, how their spuriosity is affected by nonlinearity in series has been scantly addressed. In this study, we examine, using Monte Car

Externí odkaz: https://doaj.org/article/1938ab1fe81e4cb6bc75032e878332f8

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Akademický článek

Maximum likelihood estimation of stock volatility using jump-diffusion models

Autor: Nixon S. Chekenya

Publikováno v: Cogent Economics & Finance, Vol 7, Iss 1 (2019)

We investigate whether there are systematic jumps in stock prices using the Brownian motion approach and Poisson processes to test diffusion and jump risk, respectively, on Johannesburg Stock Exchange and whether these jumps cause asset return volati

Externí odkaz: https://doaj.org/article/90c1ecd26c1f4ad8890f69c97ade46fe

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Skin color and investment performance in South Africa's mutual funds industry

Autor: Nixon S. Chekenya, Shingirai Sikomwe

Publikováno v: Review of Behavioral Finance. 14:45-67

PurposeUsing data for the period 1965–2016, we investigate whether there are systematic differences between the investment performance of Black fund managers and those of other races in South Africa and whether investors recognize these differences

Externí odkaz: https://explore.openaire.eu/search/publication?articleId=doi_________::2b8b271b3c32a8b5c2721014579f9ce6
https://doi.org/10.1108/rbf-05-2020-0115

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