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A semiparametric approach to v...
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Silvapulle, Param
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Silvapulle, Mervyn J.
56
Moosa, Imad A.
17
Gao, Jiti
14
Hewarathna, Ramya
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Silvapulle, Mervyn
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Silvapulle, P.
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Silvapulle, Mervyn J
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ECONIS (ZBW)
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A semiparametric approach to value-at-risk, expect shortfall and optimum asset allocation in stock-bond portfolios
Chen, Xiangjin B.
;
Silvapulle, Paramsothy
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10009775495
Saved in:
2
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
-
2013
Persistent link: https://www.econbiz.de/10010189526
Saved in:
3
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
Chen, Xiangjin B.
;
Gao, Jiti
;
Li, Degui
;
Silvapulle, …
- In:
Journal of business & economic statistics : JBES ; a …
36
(
2018
)
1
,
pp. 88-100
Persistent link: https://www.econbiz.de/10011894402
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Bayesian approaches to non-parametric estimation of densities on the unit interval
Li, Song
;
Silvapulle, Mervyn J.
;
Silvapulle, Paramsothy
; …
-
2012
Persistent link: https://www.econbiz.de/10009565478
Saved in:
8
Asymmetry in Okun's law
Silvapulle, Paramsothy
;
Moosa, Imad A.
;
Silvapulle, …
- In:
Papers in efficiency, effectiveness and international …
,
(pp. 73-82)
.
2000
Persistent link: https://www.econbiz.de/10001684381
Saved in:
9
Testing for temporal asymmetry in the price-volume relationship
Moosa, Imad A.
;
Silvapulle, Paramsothy
;
Silvapulle, …
- In:
Bulletin of economic research
55
(
2003
)
4
,
pp. 373-389
Persistent link: https://www.econbiz.de/10001837873
Saved in:
10
Asymmetry in Okun's law
Silvapulle, Paramsothy
;
Moosa, Imad A.
;
Silvapulle, …
- In:
The Canadian journal of economics
37
(
2004
)
2
,
pp. 353-374
Persistent link: https://www.econbiz.de/10002066836
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