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Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach

Sriananthakumar, Sivagowry - In: Econometric reviews 38 (2019) 4, pp. 451-464

Persistent link: https://www.econbiz.de/10012181311

A new approximate point optimal test of a composite null hypothesis

Sriananthakumar, Sivagowry; King, Maxwell L. - In: Journal of econometrics 130 (2006) 1, pp. 101-122

Persistent link: https://www.econbiz.de/10003228627

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

Maximum entropy evaluation of asymptotic hedging error under a generalised jump-diffusion model

Fard, Farzad Alavi; Doko Tchatoka, Firmin; … - 2015

Persistent link: https://www.econbiz.de/10011502469

Applications of information measures to assess convergence in the Central Limit Theorem

Atukorala, Ranjani; King, Maxwell L.; Sriananthakumar, … - 2014

Persistent link: https://www.econbiz.de/10011781058

Are the current account imbalances on a sustainable path?

Narayan, Seema; Sriananthakumar, Sivagowry - In: Journal of risk and financial management : JRFM 13 (2020) 9/201, pp. 1-25

This paper examines the current accounts of 16 developed and developing countries over the period 1970 to 2018. We test whether these nations satisfy their intertemporal solvency condition for external imbalances. The solvency condition in the strong form entails: (1) a cointegration, or a long...

Persistent link: https://www.econbiz.de/10012384672