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Testing for serial correlation in the presence of conditional heteroskedasticity
Silvapulle, Paramsothy; Evans, Merran - 1993
Persistent link: https://www.econbiz.de/10000878855
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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 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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Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Sriananthakumar, Sivagowry; Silvapulle, Paramsothy - In: Applied financial economics 18 (2008) 4/6, pp. 267-273
Persistent link: https://www.econbiz.de/10003739092
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VARMA models for Malaysian monetary policy analysis
Raghavan, Mala; Athanasopoulos, George; Silvapulle, … - 2009
Persistent link: https://www.econbiz.de/10003868966
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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
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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
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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
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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