Indeewara Perera

University of Sheffield - Department of Economics

9 Mappin Street

Sheffield, S1 4DT

UNITED KINGDOM

  • University of Sheffield - Department of Economics

SCHOLARLY PAPERS

2

DOWNLOADS

142

TOTAL CITATIONS

3

Scholarly Papers (2)

Actions:
Email selected abstracts
1.

Specification Tests for Time Series Models with GARCH-Type Conditional Variance

Number of pages: 56 Posted: 22 Mar 2018
Indeewara Perera and Mervyn J Silvapulle
University of Sheffield - Department of Economics and Monash University - Department of Econometrics & Business Statistics
Downloads 104 (525,925)

Abstract:

Loading...

GARCH, AGARCH, Bootstrap Test, Goodness-of-Fit Test

2.

Specification Tests for GARCH Processes

Number of pages: 46 Posted: 02 Jun 2021
Giuseppe Cavaliere, Indeewara Perera and Anders Rahbek
University of Bologna - Department of Economics, University of Sheffield - Department of Economics and University of Copenhagen - Department of Statistics and Operations Research
Downloads 38 (870,978)
Citation 3

Abstract:

Loading...

GARCH model, bootstrap, specification test, Kolmogorov-Smirnov test, Cramér-von Mises test, marked empirical process, nuisance parameters on the boundary,