Articles with public access mandates - Paramsothy SilvapulleLearn more
Available somewhere: 6
Nonparametric estimation and forecasting for time-varying coefficient realized volatility models
XB Chen, J Gao, D Li, P Silvapulle
Journal of Business & Economic Statistics 36 (1), 88-100, 2018
Mandates: Australian Research Council
Canadian monetary policy analysis using a structural VARMA model
M Raghavan, G Athanasopoulos, P Silvapulle
Canadian Journal of Economics/Revue canadienne d'économique 49 (1), 347-373, 2016
Mandates: Australian Research Council
Bayesian approaches to nonparametric estimation of densities on the unit interval
S Li, MJ Silvapulle, P Silvapulle, X Zhang
Econometric Reviews 34 (3), 394-412, 2015
Mandates: Australian Research Council
A semi-parametric approach to estimating the operational risk and Expected Shortfall
A Tursunalieva, P Silvapulle
Applied Economics 46 (30), 3659-3672, 2014
Mandates: Australian Research Council
Nonparametric estimation and parametric calibration of time-varying coefficient realized volatility models
XB Chen, J Gao, D Li, P Silvapulle
Available at SSRN 2320312, 2013
Mandates: Australian Research Council
Non-parametric Estimation of Operational Risk and Expected Shortfall
A Tursunalieva, P Silvapulle
Monash University, 2013
Mandates: Australian Research Council
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