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Analysis of Staple Food Price Behaviour : Multivariate BEKK-GARCH Model
Jati, Kumara - 2018
This study examines the behaviour of staple food price using Multivariate BEKK-GARCH Model. Understanding of staple food price behaviour is important for determining the unpredictability of staple food market and also for policy making. In this paper, we focus on the commodity prices of sugar,...
Persistent link: https://www.econbiz.de/10012909104
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An empirical investigation into the behavior of intellectual capital
Kehelwalatenna, Sampath; Premaratne, Gamini - In: The IUP journal of knowledge management : IJKM 11 (2013) 1, pp. 38-57
Persistent link: https://www.econbiz.de/10009714551
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Intellectual capital performance and its long-run behavior : the US banking industry case
Kehelwalatenna, Sampath; Premaratne, Gamini - In: New Zealand economic papers 48 (2014) 3, pp. 313-333
Persistent link: https://www.econbiz.de/10010487703
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A test for symmetry with leptokurtic financial data
Premaratne, Gamini; Bera, Anil K. - In: Journal of financial econometrics : official journal of … 3 (2005) 2, pp. 169-187
Persistent link: https://www.econbiz.de/10002810989
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Adjusting the tests for skewness and kurtosis for distributional misspecifications
Bera, Anil K.; Premaratne, Gamini - 2001
Persistent link: https://www.econbiz.de/10001605713
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A test for asymmetry with leptokurtic financial data
Premaratne, Gamini; Bera, Anil K. - 2001
Persistent link: https://www.econbiz.de/10001605724
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Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini; Bera, Anil K. - 2001 - Rev.
Persistent link: https://www.econbiz.de/10001605760
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Modeling asymmetry and excess kurtosis in stock return data
Premaratne, Gamini; Bera, Anil K. - 2000
Persistent link: https://www.econbiz.de/10001534272
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General hypothesis testing
Bera, Anil K.; Premaratne, Gamini - 1999
Persistent link: https://www.econbiz.de/10001442344
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On some heteroskedasticity-robust estimators of variance-covariance matrix of the least squares estimators
Bera, Anil K.; Suprayitno, Totok; Premaratne, Gamini - 2000
Persistent link: https://www.econbiz.de/10001545282