Similar Search Results - EconBiz

Long-Term Memory in Stock Market Returns: International Evidence

Sadique, S.; Silvapulle, P. - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-68

Persistent link: https://www.econbiz.de/10007496359

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

Silvapulle, P.; Granger, C. W. J. - In: Quantitative Finance 1 (2001) 5, pp. 542-551

This paper, using daily returns on 30 Dow Jones Industrial stocks for the period 1991-1999, investigates the possibility of portfolio diversification when there are negative large movements in the stock returns (i.e. when the market is bearish). We estimate the quantiles of stock return...

Persistent link: https://www.econbiz.de/10009208221

Experimental evidence on robustness of data envelopment analysis

Galagedera, D.U.A.; Silvapulle, P. - In: Journal of the Operational Research Society : OR 54 (2003) 6, pp. 654-660

Persistent link: https://www.econbiz.de/10006028821

A Score Test for Seasonal Fractional Integration and Cointegration

Silvapulle, P. - In: Econometric reviews 20 (2001) 1, pp. 85-104

Persistent link: https://www.econbiz.de/10006901671

Testing for Serial Correlation in the Presence of Dynamic Heteroscedasticity

Silvapulle, P.; Evans, M. - In: Econometric reviews 17 (1998) 1, pp. 31-56

Persistent link: https://www.econbiz.de/10006920355

Business cycle asymmetry and the stock market

Silvapulle, P.; Silvapulle, M.J. - In: Applied financial economics 9 (1999) 1, pp. 109

Persistent link: https://www.econbiz.de/10007688760

The impact of inflation rate announcements on interest rate volatility: Australian evidence

Silvapulle, P.; Pereira, R.; Lee, J.H.H. - In: Applied financial economics 7 (1997) 5, pp. 559-566

Persistent link: https://www.econbiz.de/10007699119

Does the Fisher effect apply in Australia?

Inder, B.; Silvapulle, P. - In: Applied economics 25 (1993) 6, pp. 839-844

Persistent link: https://www.econbiz.de/10007716441

TESTING FOR PHILIPPINES RICE MARKET INTEGRATION: A MULTIPLE COINTEGRATION APPROACH

Silvapulle, P.; Jayasuriya, S. - In: Journal of agricultural economics 45 (1994) 3, pp. 369-380

Persistent link: https://www.econbiz.de/10006493568

A Score Test for Seasonal Fractional Integration and Cointegration.

Silvapulle, P. - Department of Economics, Tippie College of Business - 1995

Persistent link: https://www.econbiz.de/10005819521

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