| Trading strategies with copulas Y Stander, D Marais, I Botha Journal of Economic and Financial Sciences 6 (1), 83-107, 2013 | 41 | 2013 |
| Yield curve modeling YS Stander Palgrave Macmillan, 2005 | 32 | 2005 |
| Quantifying the sources of volatility in the IFRS 9 impairments YS Stander South African Journal of Accounting Research, 2021 | 16 | 2021 |
| Multivariate copulas in financial market risk with particular focus on trading strategies and asset allocation YS Stander PQDT-Global, 2011 | 4 | 2011 |
| The use of copulas in risk management YS Stander PQDT-Global, 2006 | 4 | 2006 |
| The governance and disclosure of IFRS 9 economic scenarios YS Stander Journal of risk and financial management 16 (1), 47, 2023 | 3 | 2023 |
| A comparison of cointegration and copula asset allocation approaches YS Stander, DJ Marais, I Botha Studies in Economics and Econometrics 37 (1), 1-28, 2013 | 2 | 2013 |
| Investigation into the International Financial Reporting Standards 9 model flaws exposed during the pandemic YS Stander Journal of Economic and Financial Sciences 16 (1), 794, 2023 | 1 | 2023 |
| A News Sentiment Index to Inform International Financial Reporting Standard 9 Impairments YS Stander Journal of Risk and Financial Management 17 (7), 282, 2024 | | 2024 |
| A quantile-based analysis of risk-return dynamics in the South African equity market M Chawana, I Botha, Y Stander Investment Analysts Journal 52 (2), 153-173, 2023 | | 2023 |
| Out-of-sample Predictability of the South African Equity Risk Premium Distribution: A Quantile Regression Approach M Chawana, I Botha, Y Stander African Finance Journal 24 (2), 51-65, 2022 | | 2022 |
| Copulas and their use in risk management YS Stander | | |
Ilse BothaProfessor, School of Accounting, University of JohannesburgDirección de correo verificada de uj.ac.za