Param Silvapulle

Available identifiers

zbMath Open silvapulle.paramsothyMaRDI QIDQ1019913

List of research outcomes

Publication	Date of Publication	Type
Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models	2024-10-23	Paper
Forecasting a Nonstationary Time Series Using a Mixture of Stationary and Nonstationary Factors as Predictors	2024-03-06	Paper
Large returns, conditional correlation and portfolio diversification: a value-at-risk approach	2019-01-14	Paper
Nonparametric estimation of operational value-at-risk (OpVaR)	2016-11-21	Paper
Comparison of semiparametric and parametric methods for estimating copulas	2009-05-29	Paper
SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS	2008-03-19	Paper
Estimating the error distribution in multivariate heteroscedastic time-series models	2008-03-11	Paper
https://portal.mardi4nfdi.de/entity/Q5699207	2005-10-20	Paper
Experimental evidence on robustness of data envelopment analysis	2005-04-04	Paper
A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION	2003-06-25	Paper
Tests against inequality constraints in semiparametric models	2003-04-03	Paper
https://portal.mardi4nfdi.de/entity/Q3149051	2002-11-24	Paper
Testing for serial correlation in the presence of dynamic heteroscedasticity	2001-07-31	Paper
https://portal.mardi4nfdi.de/entity/Q4935654	2000-09-10	Paper
The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests	2000-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4935400	2000-05-18	Paper
https://portal.mardi4nfdi.de/entity/Q4224639	1998-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4224632	1997-01-01	Paper
https://portal.mardi4nfdi.de/entity/Q4855594	1996-02-13	Paper
A Score Test Against One-Sided Alternatives	1995-08-21	Paper
Testing for ar(1) against ima(1,1) disturbances in the linear regression model	1995-08-17	Paper
Testing for AR\((p)\) against IMA\((1,q)\) disturbances in the linear regression model	1993-09-07	Paper
Nonnested testing for autocorrelation in the linear regression model	1993-08-25	Paper

Research outcomes over time

This page was built for person: Param Silvapulle