Narrow search
Showing 21 - 30 of 226
Cover Image
VARMA models for Malaysian monetary policy analysis
Raghavan, Mala; Athanasopoulos, George; Silvapulle, … - 2009
Persistent link: https://www.econbiz.de/10003868966
Cover Image
Estimating the error distribution in multivariate heteroscedastic time series models
Kim, Gunky; Silvapulle, Mervyn J.; Silvapulle, Paramsothy - 2007
Persistent link: https://www.econbiz.de/10003486438
Cover Image
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
Cover Image
Analysis of dependence in the G11 countries' financial markets : simulation and empirical evidence
Silvapulle, Paramsothy; Azam, Mohammad N.; Yeasmin, Mahbuba - In: Applied financial economics letters 3 (2007) 4/6, pp. 211-214
Persistent link: https://www.econbiz.de/10003604817
Cover Image
Assessing dependence changes using nonparametric methods
Silvapulle, Paramsothy; Zhang, Xibin - In: Applied financial economics letters 3 (2007) 4/6, pp. 397-401
Persistent link: https://www.econbiz.de/10003605416
Cover Image
A threshold cointegration approach to the stock prices-inflation puzzle
Hoque, Hafiz; Silvapulle, Paramsothy; Moosa, Imad A. - In: International journal of economic perspectives : IJEP 1 (2007) 2, pp. 83-102
Persistent link: https://www.econbiz.de/10003983788
Cover Image
Modelling the bivariate dependence structure of exchange rates before and after the introduction of the Euro : a semi-parametric approach
Boero, Gianna; Silvapulle, Paramsothy; Tursunalieva, Ainura - In: International journal of finance & economics : IJFE 16 (2011) 4, pp. 357-374
Persistent link: https://www.econbiz.de/10009508876
Cover Image
ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia
Rushdi, Mustabshira; Kim, Jae H.; Silvapulle, Paramsothy - In: Economic modelling 29 (2012) 3, pp. 535-543
Persistent link: https://www.econbiz.de/10009544884
Cover Image
Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets : an industry sector perspective
Luo, Weiwei; Brooks, Robert; Silvapulle, Paramsothy - In: Journal of international financial markets, … 21 (2011) 1, pp. 49-74
Persistent link: https://www.econbiz.de/10009259721
Cover Image
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