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 | 57 | 2011 |
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 | 25 | 2017 |
Diffusion limited biofilm growth P Gonpot, R Smith, A Richter Modelling and Simulation in Materials Science and Engineering 8 (5), 707, 2000 | 19 | 2000 |
Gierer-Meinhardt model: bifurcation analysis and pattern formation P Gonpot, J Collet, NUH Sookia Trends in Applied Sciences Research 3 (2), 115-28, 2008 | 18 | 2008 |
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 | 17 | 2012 |
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 | 11 | 2001 |
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 | 5 | 2010 |
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 | 4 | 2014 |
Evaluating Exchange Rate Value at Risks Models for Fourteen African Currencies N Jandoo, PN Gonpot Acta Universitatis Danubius. Œconomica 14 (6), 2018 | 3 | 2018 |
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 | 3 | 2015 |
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 | 1 | 2019 |
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 | 1 | 2011 |
Berezin-Lieb Inequality: An Extension to Normal Operators N Sookia, PN Gonpot University of Mauritius Research Journal 17, 15-26, 2011 | 1 | 2011 |
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 |