| A Markov-switching COGARCH approach to cryptocurrency portfolio selection and optimization JC Mba, S Mwambi Financial Markets and Portfolio Management 34, 199-214, 2020 | 31 | 2020 |
| Assessing market risk in BRICS and oil markets: An application of Markov switching and vine copula JW Muteba Mwamba, SM Mwambi International Journal of Financial Studies 9 (2), 30, 2021 | 17 | 2021 |
| Optimization and diversification of cryptocurrency portfolios: a composite copula-based approach HM Tenkam, JC Mba, SM Mwambi Applied Sciences 12 (13), 6408, 2022 | 9 | 2022 |
| A Monte Carlo Approach to Bitcoin Price Prediction with Fractional Ornstein–Uhlenbeck Lévy Process JC Mba, SM Mwambi, E Pindza Forecasting 4 (2), 409-419, 2022 | 5 | 2022 |
| Crypto-assets portfolio selection and optimization: A cogarch-rvine approach JC Mba, S Mwambetania Mwambi Studies in Nonlinear Dynamics & Econometrics 26 (2), 173-190, 2022 | 2 | 2022 |
| Neural Network for valuing Bitcoin options under jump-diffusion and market sentiment model E Pindza, JC Mba, S Mwambi, N Umeorah arXiv preprint arXiv:2310.09622, 2023 | | 2023 |
| Essays on cryptocurrencies tail dependency and asymmetry under the Levy-driven GARCH process SM Mwambi University of Johannesburg, 2022 | | 2022 |
| Assessing Market Risk in BRICS and Oil Markets: An application of Markov Switching and Vine Copula MM JW, SM Mwambi | | 2021 |
