Similar Search Results

Long-term memory in stock market prices : international evidence

Sadique, Shibley; Silvapulle, Param - 1998

Persistent link: https://www.econbiz.de/10001378658

Long-term memory in stock market returns : international evidence

Sadique, Shibley; Silvapulle, Paramsothy - In: International journal of finance & economics : IJFE 6 (2001) 1, pp. 59-67

Persistent link: https://www.econbiz.de/10001550198

A score test for seasonal fractional integration and cointegration

Silvapulle, Paramsothy - 1996

Persistent link: https://www.econbiz.de/10000948478

A score test for seasonal fractional integration and cointegration

Silvapulle, Param - 1996

Persistent link: https://www.econbiz.de/10000603420

Australian mutual fund performance appraisal using data envelopment analysis

Galagedera, Don U.A.; Silvapulle, Param - In: Managerial Finance 28 (2002) 9, pp. 60-73

Outlines previous research on measuring the performance of investment funds, suggesting that data envelopment analysis (DEA) techniques can overcome some of the problems of the capital asset pricing model and give pointers for improvement. Uses DEA to assess the relative performance of 257...

Persistent link: https://www.econbiz.de/10014939644