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Gamini Premaratne
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Cited by
Year
Modeling Asymmetry and excess kurtosis in stock return data
G Premaratne, Bera, Anil, K
International conference on Modeling and Forecasting Financial Volatility …, 2001
1322001
Modeling Asymmetry and Excess Kurtosis in Stock Return Data
G Premaratne, A Bera
Illinois Research & Reference Working Paper No. 00-123, 2001
1322001
Modeling asymmetry and excess kurtosis in stock return data
G Premaratne, AK Bera
SSRN Electronic Journal, 2000
1322000
A test for symmetry with leptokurtic financial data
G Premaratne, A Bera
Journal of Financial econometrics 3 (2), 169-187, 2005
912005
REGIONAL INTEGRATION AND ECONOMIC GROWTH IN SOUTHEAST ASIA
A Bong, G Premaratne
Global Business Review 19 (6), 2017
562017
Stock Market Volatility: Examining North America, Europe and Asia
L Bala, G Premaratne
Far Eastern Meeting of the Econometric Society 479, 2004
482004
Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications
G Premaratne, AK Bera
Communications in Statistics - Simulation and Computation, 2015
44*2015
Volatility spillover and co-movement: some new evidence from Singapore
L Bala, G Premaratne
Midwest Econometrics Group (MEG) Fall Meetings North Western University Evanston, 2004
382004
The impact of financial integration on economic growth in Southeast Asia
A Bong, G Premaratne
The Journal of Asian Finance, Economics and Business 6 (1), 107-119, 2019
352019
Systemic interconnectedness among Asian banks
JO Mensah, G Premaratne
Japan and the World Economy 41, 17-33, 2017
322017
Stock Market Volatility: Examining North America, Europe and Asia
G Premaratne, L Balasubramanyan
National University of Singapore, Economics Working Paper, 2003
29*2003
Modeling asymmetry and excess kurtosis in stock return data
A Bera, G Premaratne
Unpublished paper, Economics Department, University of Illinois, 2002
232002
On some heteroskedasticity-robust estimators of variance–covariance matrix of the least-squares estimators
AK Bera, T Suprayitno, G Premaratne
Journal of Statistical Planning and Inference 108 (1-2), 121-136, 2002
212002
Sectoral exposure of financial markets to oil risk factors in BRICS countries
KE Dogah, G Premaratne
Energy Economics 76, 228-256, 2018
202018
How should we interpret evidence of time varying conditional skewness?
G PREMARATNE, AS TAY
202002
General hypothesis testing
AK Bera, G Premaratne
A companion to theoretical econometrics, 2001
172001
Dependence patterns among Asian banking sector stocks: A copula approach
JO Mensah, G Premaratne
Research in International Business and Finance 41, 516-546, 2017
162017
Intellectual capital performance and its long-run behavior: The US banking industry case
S Kehelwalatenna, G Premaratne
New Zealand Economic Papers 48 (3), 313-333, 2014
162014
Volatility spillover and co-movement: Some new evidence from Singapore
L Balasubramanyan, G Premaratne
National University of Singapore Working Paper, 2003
142003
An empirical investigation into the behavior of intellectual capital
S Kehelwalatenna, G Premaratne
SSRN, 2013
132013
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