Narrow search
Showing 1 - 10 of 31
Cover Image
A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
Cover Image
Testing for seasonal behavior of monthly stock returns : evidence from international markets
Silvapulle, Paramsothy - In: Quarterly journal of business and economics : QJBE 43 (2004) 1/2, pp. 93-109
Persistent link: https://www.econbiz.de/10002464359
Cover Image
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
Cover Image
Testing for market integration : a multiple cointegration approach
Silvapulle, Paramsothy; Jayasuriya, Sisira - 1992
Persistent link: https://www.econbiz.de/10000137314
Cover Image
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Paramsothy - In: Applied financial economics 18 (2008) 4/6, pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
Cover Image
Analysis of dependence in the G11 countries' financial markets : simulation and empirical evidence
Silvapulle, Paramsothy; Azam, Mohammad N.; Yeasmin, Mahbuba - In: Applied financial economics letters 3 (2007) 4/6, pp. 211-214
Persistent link: https://www.econbiz.de/10003604817
Cover Image
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Boero, Gianna; Silvapulle, Paramsothy; Tursunalieva, Ainura - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 357-374
Persistent link: https://www.econbiz.de/10009508876
Cover Image
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884
Cover Image
Bayesian approaches to nonparametric estimation of densities on the unit interval
Li, Song; Silvapulle, Mervyn J.; Silvapulle, Paramsothy; … - In: Econometric reviews 34 (2015) 1/5, pp. 394-412
Persistent link: https://www.econbiz.de/10011373275
Cover Image
A semi-parametric approach to estimating the operational risk and Expected Shortfall
Tursunalieva, Ainura; Silvapulle, Paramsothy - In: Applied economics 46 (2014) 28/30, pp. 3659-3672
Persistent link: https://www.econbiz.de/10010419979