1991 …2020
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Personal profile

Biography

Param Silvapulle is a professor in the Department of Econometrics and Business Statistics.

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Projects 2004 2020

Research Output 1991 2018

Nonparametric estimation and forecasting for time-varying coefficient realized volatility models

Chen, X. B., Gao, J., Li, D. & Silvapulle, P., 2018, In : Journal of Business and Economic Statistics. 36, 1, p. 88-100 13 p.

Research output: Contribution to journalArticleResearchpeer-review

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

Silvapulle, P., Smyth, R., Zhang, X. & Fenech, J-P., Sep 2017, In : Energy Economics. 67, p. 255-267 13 p.

Research output: Contribution to journalArticleResearchpeer-review

Canadian monetary policy analysis using a structural VARMA model

Raghavan, M., Athanasopoulos, G. & Silvapulle, P., 1 Feb 2016, In : Canadian Journal of Economics. 49, 1, p. 347-373 27 p.

Research output: Contribution to journalArticleResearchpeer-review

Determinants of sovereign bond yield spreads and contagion in the peripheral EU countries

Silvapulle, P., Fenech, J. P., Thomas, A. & Brooks, R., 1 Nov 2016, In : Economic Modelling. 58, p. 83-92 10 p.

Research output: Contribution to journalArticleResearchpeer-review

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

Tursunalieva, A. & Silvapulle, P., 1 Jul 2016, In : Insurance: Mathematics and Economics. 69, p. 194-201 8 p.

Research output: Contribution to journalArticleResearchpeer-review