P. D. Jongh

发表

Mallows-Type Bounded-Influence-Regression Trimmed Means

T. Wet, A. Welsh, P. D. Jongh, 1988 .

Implementing the countercyclical capital buffer in South Africa: Practical considerations

H. Raubenheimer, G. Vuuren, P. D. Jongh, 2015 .

GARCH-type volatility models based on Brownian inverse Gaussian intra-day return processes

P. D. Jongh, J. Venter, G. Griebenow, 2006 .

Industry-directed training and research programmes: the BMI experience

P. D. Jongh, Cornelius M. Erasmus, 2014 .

Extended stochastic volatility models incorporating realised measures

P. J. de Jongh, J. H. Venter, P. D. Jongh, 2014, Comput. Stat. Data Anal..

The impact of pre-selected variance inflation factor thresholds on the stability and predictive power of logistic regression models in credit scoring

P. J. de Jongh, M. Oberholzer, E. D. Jongh, 2015 .

A proposed best practice model validation framework for banks

Gary van Vuuren, Pieter J. de Jongh, Janette Larney, 2017 .

Risk estimation using the normal inverse Gaussian distribution

P. D. Jongh, J. Venter, Johannes Venter, 2001 .