Sutene Mwambi

Sutene Mwambi

University of Johannesburg - Johannesburg / South Africa
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 5202577
Universiteit van Johannesburg
person_outline Sutene Mwambi's MOST POPULAR ARTICLES
1-) A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimizationJC Mba, S MwambiFinancial Markets and Portfolio Management 34, 199-214, 2020292020
2-) Assessing market risk in BRICS and oil markets: An application of Markov switching and vine copulaJW Muteba Mwamba, SM MwambiInternational Journal of Financial Studies 9 (2), 30, 2021172021
3-) Optimization and diversification of cryptocurrency portfolios: a composite copula-based approachHM Tenkam, JC Mba, SM MwambiApplied Sciences 12 (13), 6408, 202272022
4-) A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy ProcessJC Mba, SM Mwambi, E PindzaForecasting 4 (2), 409-419, 202272022
5-) Crypto-assets portfolio selection and optimization: a COGARCH-Rvine approachJC Mba, S Mwambetania MwambiStudies in Nonlinear Dynamics & Econometrics 26 (2), 173-190, 202232022