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Multivariate conditional heter...
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VARMA models for Malaysian monetary policy analysis
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
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2009
Persistent link: https://www.econbiz.de/10003868966
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2
Estimating the error distribution in multivariate heteroscedastic time series models
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486438
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3
Semiparametric estimation of the dependence parameter of the error terms in multivariate regression
Kim, Gunky
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
-
2007
Persistent link: https://www.econbiz.de/10003486458
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4
A semiparametric approach to value-at-risk, expect shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.
;
Silvapulle, Paramsothy
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10009775495
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5
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
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2013
Persistent link: https://www.econbiz.de/10009713016
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6
Canadian monetary policy analysis using a structural VARMA model
Raghavan, Mala
;
Athanasopoulos, George
;
Silvapulle, …
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2014
Persistent link: https://www.econbiz.de/10010409867
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7
Bayesian approaches to non-parametric estimation of densities on the unit interval
Li, Song
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
; …
-
2012
Persistent link: https://www.econbiz.de/10009565478
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8
Half-life estimation based on the bias-corrected bootstrap : a highest density region approach
Kim, Jae H.
;
Silvapulle, Paramsothy
;
Hyndman, Rob J.
-
2006
Persistent link: https://www.econbiz.de/10003361020
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9
Assessing dependence changes in the Asian financial market returns using plots based on nonparametric measures
Silvapulle, Paramsothy
;
Zhang, Xibin
-
2006
Persistent link: https://www.econbiz.de/10003361025
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10
Time series forecasting using a mixture of stationary and nonstationary predictors
Hannadige, Sium Bodha
;
Gao, Jiti
;
Silvapulle, Mervyn J.
; …
-
2021
Persistent link: https://www.econbiz.de/10012614548
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