Source Themes

FTSE JSE Index migration - Testing for a tradeable index effect

Pulished in Investment Analysts Journal (2019)

Do precious metal prices help in forecasting South African inflation?

Published in North American Journal of Economics and Finance (2017)

Date stamping historical periods of oil price explosivity - 1876–2014

Published in Energy Economics (2018)


Control R from your phone.


On github. Formal Writing package in R


Published on CRAN. Miscellaneous R functions


Published on CRAN. Easy conversion between tbl & xts

Date-stamping US housing market explosivity

Pulished in Economics - The Open-Access, Open-Assessment E-Journal

Do long memory and asymmetries matter when assessing downside return risk?

Published in Investment Analysts Journal (2018)