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A score test for seasonal fractional integration and cointegration
Silvapulle, Param - 1996
Persistent link: https://www.econbiz.de/10000603420
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A score test for seasonal fractional integration and cointegration
Silvapulle, Paramsothy - 1996
Persistent link: https://www.econbiz.de/10000948478
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Some robust properties of unit root tests
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000864998
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Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000865000
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Structural break and unit root : Australian evidence
Silvapulle, Paramsothy; Maddock, Rodney - 1992
Persistent link: https://www.econbiz.de/10000137313
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Testing for market integration : a multiple cointegration approach
Silvapulle, Paramsothy; Jayasuriya, Sisira - 1992
Persistent link: https://www.econbiz.de/10000137314
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Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000142819
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Some robust properties of unit root tests
Silvapulle, Paramsothy - 1993
Persistent link: https://www.econbiz.de/10000142820
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Robustness of the ARCH tests in the presence of serial correlation
Silvapulle, Paramsothy; Lee, John - 1993
Persistent link: https://www.econbiz.de/10000142830
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Long-term memory in stock market returns : international evidence
Sadique, Shibley; Silvapulle, Paramsothy - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-67
Persistent link: https://www.econbiz.de/10001550198