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Preethee Nunkoo Gonpot
Preethee Nunkoo Gonpot
Associate Professor of Mathematics, University of Mauritius
Verified email at uom.ac.mu
Title
Cited by
Cited by
Year
Forecasting Volatility of USD/MUR Exchange Rate using a GARCH (1, 1) model with GED and Student’st errors
DNC Vee, PN Gonpot, N Sookia
University of Mauritius research journal 17, 1-14, 2011
572011
Out-of-sample forecasting of the Canadian unemployment rates using univariate models
BS Zameelah Rifkha Khan Jaffur, Noor-Ul-Hacq Sookia, Preethee Nunkoo Gonpot
Applied Economics Letters 24 (15), 1097-1101, 2017
252017
Diffusion limited biofilm growth
P Gonpot, R Smith, A Richter
Modelling and Simulation in Materials Science and Engineering 8 (5), 707, 2000
192000
Gierer-Meinhardt model: bifurcation analysis and pattern formation
P Gonpot, J Collet, NUH Sookia
Trends in Applied Sciences Research 3 (2), 115-28, 2008
182008
Assessing the performance of generalized autoregressive conditional heteroskedasticity-based value-at-risk models: A case of frontier markets
DNC Vee, PN Gonpot, N Sookia
The Journal of Risk Model Validation 6 (4), 95, 2012
172012
An Application of Extreme Value Theory as a Risk Measurement Approach in Frontier Markets
DNCV , Preethee Nunkoo Gonpot, Noor-Ul-Hacq Sookia
International Journal of Mathematical, Computational, Natural and Physical …, 2014
11*2014
Biofilms and their modifications by laser irradiation
A Richter, P Gonpot, R Smith
Nuclear Instruments and Methods in Physics Research Section B: Beam …, 2001
112001
A vector AutoRegressive (VAR) approach to the credit channel for the monetary transmission mechanism in Mauritius
P Nunkoo-Gonpot, M Allybokus, S Noor-Ul-Hacq, G Pemila
University of Mauritius Research Journal 16 (1), 168-195, 2010
52010
Forecasting value-at-risk for frontier stock market indexes using GARCH-type models and extreme value theory: model validation for dynamic models
DANNC Vee, PN Gonpot, NUH Sookia
The Journal of Risk Model Validation 8 (4), 47, 2014
42014
Evaluating Exchange Rate Value at Risks Models for Fourteen African Currencies
N Jandoo, PN Gonpot
Acta Universitatis Danubius. Œconomica 14 (6), 2018
32018
Risk model validation for BRICS countries: a value-at-risk, expected shortfall and extreme value theory approach
JPC Wing, PN Gonpot
Journal of Risk Model Validation 9 (3), 1-22, 2015
32015
Autoregressive conditional duration models for high frequency financial data: an empirical study on mid cap exchange traded funds
TV Nunkoo, H.B.S., Gonpot, P.N., Sookia, N.-U. and Ramanathan
Studies in Economics and Finance, 2021
2*2021
Quantification of operational risk: statistical insights on coherent risk measures
D Ng Cheong Vee, P Gonpot, TV Ramanathan
Journal of Operational Risk 14 (2), 2019
12019
The Contribution of the Interest Rate and Exchange Rate Channels for the Monetary Transmission Mechanism in Mauritius
PNGAM , Sookia N
UNIVERSITY OF MAURITIUS RESEARCH JOURNAL 17, 2011
12011
Berezin-Lieb Inequality: An Extension to Normal Operators
N Sookia, PN Gonpot
University of Mauritius Research Journal 17, 15-26, 2011
12011
Conditional and unconditional intraday value-at-risk models: an application to high-frequency tick-by-tick exchange-traded fund data
HB Sabera Nunkoo, P Gonpot, TV Ramanathan, NUH Sookia
Journal of Risk 26 (2), 2023
2023
After Brexit: Which Country is Next?
PN Gonpot
Acta Universitatis Danubius. Relationes Internationales 14 (1), 20-35, 2021
2021
Forecasting value-at-risk for frontier stock market indexes using GARCH-type models and extreme value the
Dany Allan Nicholas Ng Cheong Vee, Preethee Nunkoo Gonpot, Noor Ul Hacq Sookia
Journal of Risk Model Validation 8 (4), 1-21, 2014
2014
Mathematics Achievement: Impact of Affective Variables and Socio-Economic Status
Khemduth Singh Angateeah, Preethee Gonpot, Kaviraj Sharma Sukon
ICAEM 2014, 153-159, 2014
2014
ATINER's Conference Paper Series EMS2014-1191
KS Angateeah, KS Sukon, P Nunkoo-Gonpot
2014
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Articles 1–20