Katleho Makatjane

Contact description


Curriculum vitae



+267 72 368 216


Statistics

University of Botswana



Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach


Journal article


Katleho Makatjane, Ntebo Moroke, Elias Munapo
Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, Springer, 2021, pp. 31--64

Cite

Cite

APA   Click to copy
Makatjane, K., Moroke, N., & Munapo, E. (2021). Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach. Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, 31–64.


Chicago/Turabian   Click to copy
Makatjane, Katleho, Ntebo Moroke, and Elias Munapo. “Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach.” Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (2021): 31–64.


MLA   Click to copy
Makatjane, Katleho, et al. “Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach.” Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics, Springer, 2021, pp. 31–64.


BibTeX   Click to copy

@article{makatjane2021a,
  title = {Predicting the Tail Behavior of Financial Times Stock Exchange/Johannesburg Stock Exchange (FTSE/JSE) Closing Banking Indices: Extreme Value Theory Approach},
  year = {2021},
  journal = {Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics},
  pages = {31--64},
  publisher = {Springer},
  author = {Makatjane, Katleho and Moroke, Ntebo and Munapo, Elias}
}


Share



Follow this website


You need to create an Owlstown account to follow this website.


Sign up

Already an Owlstown member?

Log in