Narrow search
Showing 1 - 10 of 12
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
Cover Image
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - In: Journal of business & economic statistics : JBES ; a … 36 (2018) 1, pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Cover Image
Nonparametric panel data model for crude oil and stock market prices in net oil importing countries
Silvapulle, Paramsothy; Smyth, Russell; Zhang, Xibin; … - In: Energy economics 67 (2017), pp. 255-267
Persistent link: https://www.econbiz.de/10011897918
Cover Image
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
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
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
Cover Image
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.; Gao, Jiti; Li, Degui; Silvapulle, … - 2013
Persistent link: https://www.econbiz.de/10010189526
Cover Image
Non-parametric estimation of operational risk and expected shortfall
Tursunalieva, Ainura; Silvapulle, Paramsothy - 2013
Persistent link: https://www.econbiz.de/10010213110
Cover Image
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