Early human capital: the driving force to economic growth in island economies V Tandrayen Ragoobur, J Narsoo International Journal of Social Economics 49 (11), 1680-1695, 2022 | 17 | 2022 |
Forecasting multivariate VaR and ES using MC-GARCH-Copula model HK Badaye, J Narsoo The Journal of Risk Finance 21 (5), 493-516, 2020 | 13 | 2020 |
Evaluation of the Kou-Modified Lee-Carter model in mortality forecasting: Evidence from French male mortality data MAC Alijean, J Narsoo Risks 6 (4), 123, 2018 | 13 | 2018 |
Forecasting value at risk using GARCH and extreme value theory approaches for daily returns V Sowdagur, J Narsoo International Journal of Statistics and Applications 7 (2), 137-151, 2017 | 10 | 2017 |
Forecasting USD/MUR exchange rate dynamics: An application of asymmetric volatility models J Narsoo International Journal of Statistics and Applications 5 (5), 247-256, 2015 | 10 | 2015 |
The vicious circle that is Mauritian politics: The legacy of Mauritius’s electoral boundaries L Couacaud, SS Sookrajowa, J Narsoo Ethnopolitics 21 (1), 48-79, 2022 | 9 | 2022 |
Risk model validation: an intraday VaR and ES approach using the multiplicative component GARCH R Summinga-Sonagadu, J Narsoo Risks 7 (1), 10, 2019 | 9 | 2019 |
High frequency exchange rate volatility modelling using the multiplicative component GARCH J Narsoo International Journal of Statistics and Applications 6 (1), 8-14, 2016 | 7 | 2016 |
Evaluation of GARCH-type models in volatility and Value-At-Risk forecasting: Evidences from USD/MUR exchange rates J Narsoo University of Mauritius Research Journal 22, 2016 | 5 | 2016 |
The Impact of Consociationalism on Female Political Representation: The Case Study of Mauritius SS Sookrajowa, J Narsoo, L Murday Representation 60 (1), 35-54, 2024 | 4 | 2024 |
High-order Gaussian RBF-FD methods for real estate index derivatives with stochastic volatility J Narsoo, N Thakoor, YD Tangman, M Bhuruth Engineering Analysis with Boundary Elements 146, 869-879, 2023 | 4 | 2023 |
Evaluation of the forecasting accuracy of stochastic mortality models: An analysis of developed and developing countries O Devi Fokeer, J Narsoo Communications in Statistics: Case Studies, Data Analysis and Applications 8 …, 2022 | 4 | 2022 |
Performance analysis of portfolio optimisation strategies: Evidence from the exchange market J Narsoo International journal of economics and finance 9 (6), 124-132, 2017 | 4 | 2017 |
A novel EVT-modified Lee-Carter model for mortality forecasting: An application to extreme mortality events G Gungah, J Narsoo Journal of Statistics and Management Systems 25 (1), 211-243, 2022 | 3 | 2022 |
High frequency volatility forecasting: A new approach using a hybrid ANN‐MC‐GARCH model AF Jumoorty, R Thoplan, J Narsoo International Journal of Finance & Economics 28 (4), 4156-4175, 2023 | 2 | 2023 |
Dynamics of Crude Oil Volatility: An Application of Markov-Switching GARCH Models MI Khodabocus, J Narsoo International Journal of Statistics & Economics 20 (2), 2019 | | 2019 |
VAR Analysis for SEMDEX Market Index: Fat Tails and Conditional Asymmetries in Return Innovations J Narsoo International Journal of Statistics & Economics™ 18 (3), 22-31, 2017 | | 2017 |