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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
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Non-parametric estimation of operational risk and expected shortfall
Tursunalieva, Ainura; Silvapulle, Paramsothy - 2013
Persistent link: https://www.econbiz.de/10010213110
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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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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
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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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A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.; Silvapulle, Paramsothy; Silvapulle, … - In: Economic modelling 42 (2014), pp. 230-242
Persistent link: https://www.econbiz.de/10010478162
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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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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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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
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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