12 results on '"Silvapulle, Param"'
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2. Panel data analysis of multi-factor capital asset pricing models
3. Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models
4. Bayesian Approaches to Nonparametric Estimation of Densities on the Unit Interval
5. A semi-parametric approach to estimating the operational risk and Expected Shortfall
6. Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
7. Assessing dependence changes using nonparametric methods
8. Analysis of dependence in the G11 countries' financial markets: simulation and empirical evidence
9. The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests
10. The impact of inflation rate announcements on interest rate volatility: Australian evidence
11. Testing for a unit root in a time series with mean shifts
12. Does the Fisher effect apply in Australia?
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