Comparative Study of Holt-Winters Triple Exponential Smoothing and Seasonal Arima: Forecasting Short Term Seasonal Car Sales in South Africa KD Makatjane, ND Moroke Risk governance & control: financial markets & institutions 6 (1), 64-80, 2016 | 40 | 2016 |
Application of generalized autoregressive score model to stock returns K Makatjane, D Xaba, N Moroke Makatjane KD, Xaba LD, Moroke ND, 2017 | 12 | 2017 |
The analysis of the 2008 US financial crisis: an intervention approach KD Makatjane, EK Molefe, RB Van Wyk International Foundation for Research and Development, 2018 | 8 | 2018 |
Predicting extreme daily regime shifts in financial time series exchange/Johannesburg stock exchange—All share index K Makatjane, N Moroke International Journal of Financial Studies 9 (2), 18, 2021 | 6 | 2021 |
Predicting regime shifts in Johannesburg stock exchange all-share index (JSE-ALSI): A Markov-switching approach KD Makatjane, EK Molefe Eurasian Journal of Economics and Finance 8 (2), 95-103, 2020 | 4 | 2020 |
Predictive Modelling for Financial Fraud Detection Using Data Analytics: A Gradient-Boosting Decision Tree ND Moroke, K Makatjane Applications of Machine Learning and Deep Learning for Privacy and …, 2022 | 3 | 2022 |
Detecting Financial Fraud in South Africa: A Comparison of Logistic Model Tree and Gradient Boosting Decision Tree K Makatjane, N Moroke, B Ncube | 3 | 2021 |
On the Prediction of the Inflation Crises of South Africa Using Markov-Switching Bayesian Vector Autoregressive and Logistic Regression Models D Xaba Journal of Social Economics Research 5 (1), 10-28, 2018 | 3 | 2018 |
Factors that Associated with the Academic performance of First year Students at the National University of Lesotho: Structural Equation Modelling Approach KDMTJ Makatjane International Journal of Statistics and Applied Mathematics 2 (1), 42-49, 2017 | 3 | 2017 |
Bootstrapping Time-Varying Uncertainty Intervals for Extreme Daily Return Periods KMT Tsoku Intentional Journal of Financial Studies 10 (1), 23, 2022 | 2* | 2022 |
Deep Learning for Sentiment Analysis to Predict the Probability of Bank Loan Default K Makatjane American Journal of Data Mining and Knowledge Discovery 7 (2), 5-12, 2022 | 2 | 2022 |
Examining stylized facts and trends of FTSE/JSE TOP40: a parametric and Non-Parametric approach K Makatjane, N Moroke Data Science in Finance and Economics 2 (3), 294-320, 2022 | 2 | 2022 |
Trends in foreign agricultural trade and its impact on households in South Africa RB Van Wyk, BF Van Wyk, KD Makatjane Outlook on Agriculture 50 (1), 64-71, 2021 | 2 | 2021 |
Application of multivariate generalised autoregressive score models on JSE and SSE all-share index: a copula approach K Makatjane, N Moroke Annual Proceedings of the South African Statistical Association Conference …, 2018 | 2 | 2018 |
Modelling Conditional Volatility of Saving Rate by a Time-Varying Parameter Model KD Makatjane, KM Kalebe International Journal of Economics and Management Engineering 12 (09), 1170-1173, 2018 | 2 | 2018 |
An Early Warning System for Inflation Using Markov-Switching and Logistic Models Approach KD Makatjane, D Xaba Risk governance & control: financial markets & institutions 6 (4), 30-39, 2016 | 2 | 2016 |
Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach K Makatjane, N Moroke, E Munapo Handbook of Research on Emerging Theories, Models, and Applications of …, 2021 | 1 | 2021 |
Identifying structural changes in the exchange rates of South Africa as a regime-switching process K Makatjane, RB Van Wyk WIDER Working Paper, 2020 | 1 | 2020 |
Threshold Cointegration and Nonlinear Causality test between Inflation Rate and Repo Rate XLD Makatjane KD, Moroke ND Journal of Economics and Behavioral Studies 9 (3), 163-170, 2017 | 1* | 2017 |
Forecasting Time-varying Value--at--Risk and Expected Shortfall Dependence: A Markov-switching Generalized Autoregressive Score Copula Approach K Makatjane Austrian Journal of Statistics 53 (2), 81-98, 2024 | | 2024 |