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1

The relationship between spot and futures prices: Evidence from the crude oil market

Silvapulle, Param, Moosa, Imad A.

Journal:

Journal of Futures Markets

Year:

1999

Language:

english

File:

PDF, 217 KB

english, 1999

2

Large returns, conditional correlation and portfolio diversification: a value-at-risk approach

Silvapulle, P., Granger, C.W.J.

Journal:

Quantitative Finance

Year:

2001

Language:

english

File:

PDF, 131 KB

english, 2001

3

A semiparametric approach to value-at-risk, expected shortfall and optimum asset allocation in stock–bond portfolios

Chen, Xiangjin B., Silvapulle, Param, Silvapulle, Mervyn

Journal:

Economic Modelling

Year:

2014

Language:

english

File:

PDF, 2.85 MB

english, 2014

4

ARDL bounds tests and robust inference for the long run relationship between real stock returns and inflation in Australia

Mustabshira Rushdi, Jae H. Kim, Param Silvapulle

Journal:

Economic Modelling

Year:

2012

Language:

english

File:

PDF, 313 KB

english, 2012

5

Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models

Chen, Xiangjin B., Gao, Jiti, Li, Degui, Silvapulle, Param

Journal:

Journal of Business and Economic Statistics

Year:

2016

Language:

english

File:

PDF, 470 KB

english, 2016

6

Robust Tests Against Smooth Transition Autoregressive Models

Beg, A. B. M. Rabiul Alam, Silvapulle, Mervyn Joseph, Silvapulle, Paramsothy

Journal:

Journal of Statistical Computation and Simulation

Year:

2002

Language:

english

File:

PDF, 145 KB

english, 2002

7

Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods

Raghavan, Mala, Silvapulle, Paramsothy, Athanasopoulos, George

Journal:

Applied Economics

Year:

2012

Language:

english

File:

PDF, 463 KB

english, 2012

8

Australian mutual fund performance appraisal using data envelopment analysis

Galagedera, Don U.A., Silvapulle, Param

Journal:

Managerial Finance

Year:

2002

Language:

english

File:

PDF, 204 KB

english, 2002

9

[Wiley Series in Probability and Statistics] Constrained Statistical Inference (Inequality, Order, and Shape Restrictions) || Tests in General Parametric Models

Silvapulle, Mervyn J., Sen, Pranab K.

Year:

2001

Language:

english

File:

PDF, 3.70 MB

english, 2001

10

Nonparametric panel data model for crude oil and stock market prices in net oil importing countries

Silvapulle, Param, Smyth, Russell, Zhang, Xibin, Fenech, Jean-Pierre

Journal:

Energy Economics

Year:

2017

Language:

english

File:

PDF, 773 KB

english, 2017

11

Testing for a Structural Break in Dynamic Panel Data Models with Common Factors

Zhu, Huanjun, Sarafidis, Vasilis, Silvapulle, Mervyn J, Gao, Jiti

Journal:

SSRN Electronic Journal

Year:

2015

Language:

english

File:

PDF, 444 KB

english, 2015

12

Long-term memory in stock market returns: international evidence

Shibley Sadique, Param Silvapulle

Journal:

International Journal of Finance & Economics

Year:

2001

Language:

english

File:

PDF, 87 KB

english, 2001

13

Comparison of semiparametric and parametric methods for estimating copulas

Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 1.00 MB

english, 2007

14

An appraisal of some aspects of statistical inference under inequality constraints

Pranab K. Sen, Mervyn J. Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 317 KB

english, 2002

15

HIGH SALT DIET DECREASES LONGEVITY IN THE SPONTANEOUSLY HYPERTENSIVE RAT

R. Di Nicolantonio, M. J. Silvapulle, S. Spargo, T. O. Morgan

Journal:

Clinical and Experimental Pharmacology and Physiology

Year:

1988

Language:

english

File:

PDF, 172 KB

english, 1988

16

An empirical analysis of the operational losses of Australian banks

Imad Moosa, Param Silvapulle

Journal:

Accounting & Finance

Year:

2012

Language:

english

File:

PDF, 262 KB

english, 2012

17

A test when the Fisher information may be infinite, exemplified by a test for marginal independence in extreme value distributions

Svetlana Litvinova, Mervyn J. Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2012

Language:

english

File:

PDF, 315 KB

english, 2012

18

ROBUST RIDGE REGRESSION BASED ON AN M-ESTIMATOR

MERVYN J. SILVAPULLE

Journal:

Australian & New Zealand Journal of Statistics

Year:

1991

Language:

english

File:

PDF, 750 KB

english, 1991

19

Effects of the open policy on the dependence between the Chinese ‘A’ stock market and other equity markets: An industry sector perspective

Weiwei Luo, Robert D. Brooks, Param Silvapulle

Journal:

Journal of International Financial Markets, Institutions and Money

Year:

2011

Language:

english

File:

PDF, 1.74 MB

english, 2011

20

Testing for linear and nonlinear granger causality in the stock price-volume relation: Korean evidence

Param Silvapulle, Jong-Seo Choi

Journal:

The Quarterly Review of Economics and Finance

Year:

1999

Language:

english

File:

PDF, 801 KB

english, 1999

21

Ridge estimation in logistic regression

Lee, A. H., Silvapulle, M. J.

Journal:

Communications in Statistics - Simulation and Computation

Year:

1988

Language:

english

File:

PDF, 654 KB

english, 1988

22

Tests against Inequality Constraints When Some Nuisance Parameters Are Present Only under the Alternative: Test of ARCH in ARCH-M Models

A. B. M. Rabiul A. Beg, Mervyn J. Silvapulle and Paramsothy Silvapulle

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 387 KB

english, 2001

23

[IEEE 2010 International Conference on Management Science and Engineering (ICMSE) - Melbourne, Australia (2010.11.24-2010.11.26)] 2010 International Conference on Management Science & Engineering 17th Annual Conference Proceedings - Malaysian monetary transmission mechanism: Evidence from the pre- and post-Asian financial crisis periods

Raghavan, Mala, Silvapulle, Param, Athanasopoulos, George

Year:

2010

Language:

english

File:

PDF, 205 KB

english, 2010

24

The effect of non-normal disturbances and conditional heteroskedasticity on multiple cointegration tests

Silvapulle, Param Sothy., Podivinsky, Jan M.

Journal:

Journal of Statistical Computation and Simulation

Year:

2000

Language:

english

File:

PDF, 716 KB

english, 2000

25

Existence of Maximum Likelihood Estimates in Regression Models for Grouped and Ungrouped Data

M. J. Silvapulle and J. Burridge

Journal:

Journal of the Royal Statistical Society Series B (Methodological)

Year:

1986

Language:

english

File:

PDF, 700 KB

english, 1986

26

Empirical Evidence on the Conditional Relation between Higher-Order Systematic Co-Moments and Security Returns

Don U. A. Galagedera, Darren Henry and Param Silvapulle

Journal:

Quarterly Journal of Business and Economics

Year:

2003

Language:

english

File:

PDF, 1.14 MB

english, 2003

27

Testing for Asymmetry in the Relationship between the Malaysian Business Cycle and the Stock Market

Paramsothy Silvapulle, Mervyn Silvapulle and Julee Tan

Journal:

Quarterly Journal of Business and Economics

Year:

1999

Language:

english

File:

PDF, 916 KB

english, 1999

28

Testing for Seasonal Behavior of Monthly Stock Returns: Evidence from International Markets

Param Silvapulle

Journal:

Quarterly Journal of Business and Economics

Year:

2004

Language:

english

File:

PDF, 1.17 MB

english, 2004

29

Nonparametric estimation of operational value-at-risk (OpVaR)

Tursunalieva, Ainura, Silvapulle, Param

Journal:

Insurance: Mathematics and Economics

Year:

2016

Language:

english

File:

PDF, 446 KB

english, 2016

30

Tests Against Inequality Constraints When Some Nuisance Parameters Are Present Only Under the Alternative

Beg, A. B. M. Rabiul A, Silvapulle, Mervyn J, Silvapulle, Paramsothy

Journal:

Journal of Business and Economic Statistics

Year:

2001

Language:

english

File:

PDF, 446 KB

english, 2001

31

SPECIFICATION TESTS FOR MULTIPLICATIVE ERROR MODELS

Perera, Indeewara, Silvapulle, Mervyn J.

Journal:

Econometric Theory

Year:

2017

Language:

english

File:

PDF, 281 KB

english, 2017

32

Modelling and Predicting of Australian Mortgage Delinquency Risk: A Preliminary Data Analysis

Roesch, Daniel, Scheule, Harald, Silvapulle, Param

Journal:

SSRN Electronic Journal

Year:

2013

Language:

english

File:

PDF, 377 KB

english, 2013

33

Modelling the bivariate dependence structure of exchange rates before and after the introduction of the euro: a semi-parametric approach

Gianna Boero, Param Silvapulle, Ainura Tursunalieva

Journal:

International Journal of Finance & Economics

Year:

2011

Language:

english

File:

PDF, 869 KB

english, 2011

34

A Hotelling′s T2-Type Statistic for Testing against One-Sided Hypotheses

M.J. Silvapulle

Journal:

Journal of Multivariate Analysis

Year:

1995

File:

PDF, 284 KB

1995

35

On an F-type statistic for testing one-sided hypotheses and computation of chi-bar-squared weights

Mervyn J. Silvapulle

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 390 KB

english, 1996

36

On M-methods in growth curve analysis with asymmetric errors

Mervyn J. Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

1992

Language:

english

File:

PDF, 453 KB

english, 1992

37

Half-life estimation based on the bias-corrected bootstrap: A highest density region approach

Jae H. Kim, Param Silvapulle, Rob J. Hyndman

Journal:

Computational Statistics & Data Analysis

Year:

2007

Language:

english

File:

PDF, 306 KB

english, 2007

38

Estimating the error distribution in multivariate heteroscedastic time-series models

Gunky Kim, Mervyn J. Silvapulle, Paramsothy Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2008

Language:

english

File:

PDF, 260 KB

english, 2008

39

Robust bounded influence tests against one-sided hypotheses in general parametric models

Mervyn J. Silvapulle

Journal:

Statistics & Probability Letters

Year:

1996

Language:

english

File:

PDF, 368 KB

english, 1996

40

On order restricted inference in some mixed linear models

Mervyn J. Silvapulle

Journal:

Statistics & Probability Letters

Year:

1997

Language:

english

File:

PDF, 337 KB

english, 1997

41

Preface

Richard L Dykstra, Tim Robertson, Mervyn J Silvapulle

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 31 KB

english, 2002

42

Tests against inequality constraints in semiparametric models

Mervyn J. Silvapulle, Paramsothy Silvapulle, Ishwar V. Basawa

Journal:

Journal of Statistical Planning and Inference

Year:

2002

Language:

english

File:

PDF, 148 KB

english, 2002

43

Relationships between casts of geophagous earthworms (Lumbricidae, Oligochaeta) and matric potential

R. P. Hindell, B. M. McKenzie, M. J. Silvapulle, J. M. Tisdall

Journal:

Biology and Fertility of Soils

Year:

1994

Language:

english

File:

PDF, 502 KB

english, 1994

44

Relationships between casts of geophagous earthworms (Lumbricidae, Oligochaeta) and matric potential

R. P. Hindell, B. M. McKenzie, M. J. Silvapulle, J. M. Tisdall

Journal:

Biology and Fertility of Soils

Year:

1994

Language:

english

File:

PDF, 731 KB

english, 1994

45

Robust tests in group sequential analysis: One- and two-sided hypotheses in the linear model

Mervyn J. Silvapulle, Pranab K. Sen

Journal:

Annals of the Institute of Statistical Mathematics

Year:

1993

Language:

english

File:

PDF, 867 KB

english, 1993

46

Nonnested testing for autocorrelation in the linear regression model

Paramsothy Silvapulle, Maxwell L. King

Journal:

Journal of Econometrics

Year:

1993

Language:

english

File:

PDF, 1.18 MB

english, 1993

47

Testing for Temporal Asymmetry in the Price-Volume Relationship

Imad A. Moosa, Param Silvapulle, Mervyn Silvapulle

Journal:

Bulletin of Economic Research

Year:

2003

Language:

english

File:

PDF, 122 KB

english, 2003

48

Tests Against Qualitative Interaction: Exact Critical Values and Robust Tests

Mervyn J. Silvapulle

Journal:

Year:

2001

Language:

english

File:

PDF, 1005 KB

english, 2001

49

Asymmetry in Okun's law

Paramsothy Silvapulle, Imad A. Moosa, Mervyn J. Silvapulle

Journal:

Canadian Journal of Economics/Revue canadienne d'économique

Year:

2004

Language:

english

File:

PDF, 188 KB

english, 2004

50

BLOOD PRESSURE, SALT APPETITE AND MORTALITY OF GENETICALLY HYPERTENSIVE AND NORMOTENSIVE RATS MAINTAINED ON HIGH AND LOW SALT DIETS FROM WEANING

R. Di Nicolantonio, M. J. Silvapulle

Journal:

Clinical and Experimental Pharmacology and Physiology

Year:

1988

Language:

english

File:

PDF, 566 KB

english, 1988