J. Venter

Detecting outliers using weights in logistic regression

J. Venter, T. Rey, 2007 .

A Comparison of Several Maximum Likelihood Based Methods for Estimating GARCH Model Parameters , Volatility and Risk

J. Venter, P. D. Jongh, 2002 .

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

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

Extended stochastic volatility models incorporating realised measures

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

Risk estimation using the normal inverse Gaussian distribution

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

An introduction to realized volatility

J. Venter, I. Pagel, P. D. de Jongh, 2007 .

Pairs trading on the Johannesburg Stock Exchange

J. H. Venter, H. P. Mashele, S. Terblanche, 2013 .