Narrow search
Showing 1 - 10 of 16
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
The comparison of two or more stationary time series
Maharaj, Ann - 1997
Persistent link: https://www.econbiz.de/10000978698
Cover Image
Comparison and classification of stationary multivariate time series
Maharaj, Ann - 1997
Persistent link: https://www.econbiz.de/10000978711
Cover Image
A test for the difference parameter of the ARFIMA model using the moving blocks bootstrap
Maharaj, Elizabeth Ann - 1999
Persistent link: https://www.econbiz.de/10001440557
Cover Image
A significance test for classifying ARMA models
Maharaj, Elizabeth Ann - In: Proceedings of the 1995 Econometrics Conference at …, (pp. 219-251). 1995
Persistent link: https://www.econbiz.de/10001294220