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~person:"Silvapulle, Paramsothy"
~subject:"Statistical theory"
~subject:"Volatilität"
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Statistical theory
Volatilität
Estimation theory
35
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Silvapulle, Paramsothy
Koopman, Siem Jan
20
Todorov, Viktor
19
Diebold, Francis X.
18
Li, Jia
17
Teräsvirta, Timo
17
Kumar, Dilip
16
Li, Yingying
16
Ghysels, Eric
15
McAleer, Michael
15
Maheswaran, S.
14
Tauchen, George Eugene
14
Angrist, Joshua D.
13
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13
Bera, Anil K.
12
Gouriéroux, Christian
12
Hafner, Christian M.
12
Kim, Donggyu
12
Lucas, André
12
Phillips, Peter C. B.
12
Bauwens, Luc
11
Dufour, Jean-Marie
11
Härdle, Wolfgang
11
Mancino, Maria Elvira
11
Andersen, Torben
10
Linton, Oliver
10
Robert, Christian P.
10
Silvennoinen, Annastiina
10
Swanson, Norman R.
10
White, Halbert
10
Fan, Jianqing
9
Liu, Zhi
9
Mykland, Per A.
9
Rodriguez, Gabriel
9
Spokojnyj, Vladimir G.
9
Zheng, Xinghua
9
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8
Andrews, Donald W. K.
8
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8
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School of Economics <Bundoora, Victoria> / Department of Economics
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ECONIS (ZBW)
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1
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:
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
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H. H.
-
1993
Persistent link: https://www.econbiz.de/10000878845
Saved in:
4
Testing for a unit root in a time series with mean shifts
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000142819
Saved in:
5
Some robust properties of unit root tests
Silvapulle, Paramsothy
-
1993
Persistent link: https://www.econbiz.de/10000142820
Saved in:
6
The impact of inflation rate announcements on interest rate volatility : Australian evidence
Silvapulle, Paramsothy
;
Pereira, Robert
;
Lee, John H.
-
1993
Persistent link: https://www.econbiz.de/10000142832
Saved in:
7
Testing AR(1) against MA(1) disturbances in the dynamic linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837423
Saved in:
8
Unit root testing : AR(1) against IMA(1,1) disturbances in the linear regression model
Silvapulle, Paramsothy
-
1992
Persistent link: https://www.econbiz.de/10000837471
Saved in:
9
Testing for AR(p) against IMA(1,q) disturbances in the linear regression model
Silvapulle, Paramsothy
- In:
Economics letters
40
(
1992
)
3
,
pp. 257-261
Persistent link: https://www.econbiz.de/10001140217
Saved in:
10
Testing moving average against autoregressive disturbances in the linear-regression model
Silvapulle, Paramsothy
- In:
Journal of business & economic statistics : JBES ; a …
9
(
1991
)
3
,
pp. 329-335
Persistent link: https://www.econbiz.de/10001108812
Saved in:
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