2 papers
econ.GN2024
Non-Banking Sector development effect on Economic Growth. A Nighttime light data approach
Leonard Mushunje, Maxwell Mashasha
This paper uses nighttime light(NTL) data to measure the nexus of the non-banking sector, particularly insurance, and economic growth in South Africa. We hypothesize that insurance…
q-fin.ST2023
Short-term Volatility Estimation for High Frequency Trades using Gaussian processes (GPs)
Leonard Mushunje, Maxwell Mashasha, Edina Chandiwana
The fundamental theorem behind financial markets is that stock prices are intrinsically complex and stochastic. One of the complexities is the volatility associated with stock pric…