P. Silvapulle

Economics and Econometrics · 2001–2018

A researcher in the Science corpus: 5 papers; trusts 17 researchers and is trusted by 11 researchers here, as inferred from the citation graph.

Subfields

• Economics and Econometrics — 79 citations into it; #15,979 of 23,481 by trust here, #13,168 by citations
• Renewable Energy, Sustainability and the Environment — 35 citations into it
• Finance — 27 citations into it; #3,007 of 10,518 by trust here, #3,361 by citations
• Statistics and Probability — 9 citations into it; #5,089 of 12,932 by trust here, #4,253 by citations
• Management Science and Operations Research — 6 citations into it

Whom P. Silvapulle trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Robert F. Engle
2. Lutz Kilian
3. Tim Bollerslev
4. Torben G. Andersen
5. Andrew J. Patton
6. Fulvio Corsi
7. Harry Joe
8. Hideatsu Tsukahara
9. Perry Sadorsky
10. Huiming Zhu

Who trusts P. Silvapulle overall

1. Christian Genest
2. K. Lim
3. Aleksey Min
4. Claudia Czado
5. Daeyoung Kim
6. Russell Smyth *
7. R. Brooks

Papers from P. Silvapulle's perspective

Ordered by how strongly the researchers P. Silvapulle trusts endorse each paper. Same corpus, a different order for every researcher.

1. Generalized autoregressive conditional heteroskedasticity
2. Asymptotic Inference about Predictive Ability
3. Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation
4. Roughing It Up: Including Jump Components in the Measurement, Modeling, and Forecasting of Return Volatility (Review of Economics and Statistics)
5. Comparing Predictive Accuracy
6. Tests of Conditional Predictive Ability
7. The Distribution of Realized Exchange Rate Volatility
8. Volatility Forecast Comparison Using Imperfect Volatility Proxies
9. A Simple Approximate Long-Memory Model of Realized Volatility
10. Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test

Their papers

• Comparison of semiparametric and parametric methods for estimating copulas (2007) — 364 citations
• LONG-TERM MEMORY IN STOCK MARKET RETURNS: INTERNATIONAL EVIDENCE (2001) — 205 citations
• Nonparametric panel data model for crude oil and stock market prices in net oil importing countries (2017) — 135 citations
• Nonparametric Estimation and Forecasting for Time-Varying Coefficient Realized Volatility Models (2018) — 57 citations
• Australian mutual fund performance appraisal using data envelopment analysis (2002) — 139 citations