Narrow search
Showing 1 - 10 of 34
Cover Image
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Param - In: Applied financial economics 18 (2008) 4, pp. 267-274
Persistent link: https://www.econbiz.de/10007994277
Cover Image
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Param - In: Applied financial economics 18 (2008) 4-6, pp. 267-274
Persistent link: https://www.econbiz.de/10008043191
Cover Image
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach
Sriananthakumar, Sivagowry - In: Economic modelling 33 (2013), pp. 126-136
Persistent link: https://www.econbiz.de/10010161366
Cover Image
Time-varying correlation between stock market returns and real estate returns
Heaney, Richard; Sriananthakumar, Sivagowry - In: Journal of empirical finance 19 (2012) 4, pp. 583-595
Persistent link: https://www.econbiz.de/10009996257
Cover Image
Long-Term Memory in Stock Market Returns: International Evidence
Sadique, S.; Silvapulle, P. - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-68
Persistent link: https://www.econbiz.de/10007496359
Cover Image
Experimental evidence on robustness of data envelopment analysis
Galagedera, D.U.A.; Silvapulle, P. - In: Journal of the Operational Research Society : OR 54 (2003) 6, pp. 654-660
Persistent link: https://www.econbiz.de/10006028821
Cover Image
A Score Test for Seasonal Fractional Integration and Cointegration
Silvapulle, P. - In: Econometric reviews 20 (2001) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10006901671
Cover Image
Testing for Serial Correlation in the Presence of Dynamic Heteroscedasticity
Silvapulle, P.; Evans, M. - In: Econometric reviews 17 (1998) 1, pp. 31-56
Persistent link: https://www.econbiz.de/10006920355
Cover Image
Business cycle asymmetry and the stock market
Silvapulle, P.; Silvapulle, M.J. - In: Applied financial economics 9 (1999) 1, pp. 109
Persistent link: https://www.econbiz.de/10007688760
Cover Image
The impact of inflation rate announcements on interest rate volatility: Australian evidence
Silvapulle, P.; Pereira, R.; Lee, J.H.H. - In: Applied financial economics 7 (1997) 5, pp. 559-566
Persistent link: https://www.econbiz.de/10007699119