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Theorie
Theory
60
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41
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39
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Silvapulle, Paramsothy
41
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13
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9
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9
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5
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ECONIS (ZBW)
60
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1
An analytical framework for explaining relative performance of CAPM beta and downside beta
Galagedera, Don U. A.
- In:
International journal of theoretical and applied finance
12
(
2009
)
3
,
pp. 341-358
Persistent link: https://www.econbiz.de/10003867409
Saved in:
2
Is co-skewness a better measure of risk in the downside than downside beta? : evidence in emerging market data
Galagedera, Don U. A.
;
Brooks, Robert
- In:
Journal of multinational financial management
17
(
2007
)
3
,
pp. 214-230
Persistent link: https://www.econbiz.de/10003499625
Saved in:
3
Dynamics of idiosyncratic volatility and market volatility : an emerging market perspective
Tan, Pei Pei
;
Galagedera, Don U. A.
- In:
Global economic review
44
(
2015
)
1
,
pp. 74-100
Persistent link: https://www.econbiz.de/10010509116
Saved in:
4
Modelling price movement in trading volume-volatility relations
Pei Pei Tan
;
Galagedera, Don U. A.
;
Sze Shi Ting
- In:
Malaysian journal of economic studies
52
(
2015
)
2
,
pp. 135-156
Persistent link: https://www.econbiz.de/10011452838
Saved in:
5
Modeling leakage in two-stage DEA models : an application to US mutual fund families
Galagedera, Don U. A.
;
Watson, John
;
Premachandra, I. M.
; …
- In:
Omega : the international journal of management science
61
(
2016
),
pp. 62-77
Persistent link: https://www.econbiz.de/10011475692
Saved in:
6
An inverse DEA model for intermediate and output target setting in serially linked general two-stage processes
Kazemi, Ahmad
;
Galagedera, Don U. A.
- In:
IMA journal of management mathematics
34
(
2023
)
3
,
pp. 511-539
Persistent link: https://www.econbiz.de/10014313774
Saved in:
7
A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy
- In:
Econometric reviews
20
(
2001
)
1
,
pp. 85-104
Persistent link: https://www.econbiz.de/10001582461
Saved in:
8
Testing for AR(p) against IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy
- In:
Economics letters
40
(
1992
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10001140217
Saved in:
9
Unit root tests and structural breaks
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947713
Saved in:
10
Testing stationary nonnested short memory against long memory processes
Silvapulle, Paramsothy
-
1995
Persistent link: https://www.econbiz.de/10000947716
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