Dr LD Xaba

Qualifications

• B. Com (Hons)(NWU)
• M.Com (NWU)
• PhD (NWU

Currently teaching

• Models for Strategic Decision Making

Fields of academic interests

• Operations Research
• Statistical Science
• Financial Econometrics

Books

· Diteboho Xaba, Ntebogang D. Moroke, Dan Metsileng (2021). “Performance of MRS-GARCH Models: A Bayesian MCMC Based Estimation investigation” Emerging Theories, Models and Applications of Financial Econometrics. Springer Publisher

Journal articles

• Diteboho Xaba and Ntebogang D. Moroke (2019). Modelling stock market returns of BRICS countries: Markov-switching Regression model Approach, Journal of Economics and Behavioral Studies.
• Katleho Makatjane & Ntebogang Moroke and Diteboho Xaba (2018). On the Prediction of the Inflation Crises of South Africa Using Markov-Switching Bayesian Vector Autoregressive and Logistic Regression Models, Journal of Social Economics Research, Conscientia Beam, vol. 5(1), 10-28.
• Makatjane KD, Xaba LD, Moroke ND (2017). Application of Generalised Autoregressive Score Model to Stock Returns. International Journal of Economics and Management Engineering Vol: 11, No: 11.
• Xaba, D., Moroke, N.D., Arkaah, J. and Pooe, C. (2017). A Comparative Study of Stock Price Forecasting Using Nonlinear Models. Risk governance & control: financial markets & institutions, 7(2), 7-18.
• Diteboho Xaba, Ntebogang Dinah Moroke, Johnson Arkaah, and Charlemagne Pooe (2016) “Modeling South African Banks Closing Stock Prices: A Markov-Switching Approach”, Journal of Economics and Behavioral Studies; Vol. 8, No. 1, 36-40.

Paper presentations

• Diteboho Xaba and Ishmael Rapoo (2019). Are the Oil market prices Nonlinear and Nonstationary in Nature? Proceedings of the Finance and Economics Conference (December 20-21, 2019) Paris, France.
• Diteboho Xaba and Ntebogang D. Moroke (2019). Modelling Exchange rate of South Africa using Bayesian MS-GARCH Models, Proceedings of the Finance and Economics Conference (December 20-21, 2019) Paris, France.
• Diteboho Xaba, Kolentino Mpeta, Tlotliso Qejoe (2017) A Comparative Analysis of ARIMA and Threshold Autoregressive Models on Exchange Rate, Proceedings of the ICFME (Feb. 26 –27, 2017), Dubai, UEA.
• Diteboho Xaba, Tshepiso Tsoku and Teboho Mosikari (2016) “Identifying Regime Shifts in South African Exchange Rates,” Proceedings of International Academic Conferences from International Institute of Social and Economic Sciences (June 28 – July 1, 2016). Barcelona, Spain.

Other

ORCID ID - https://orcid.org/0000-0002-1408-7595