Indeewara Perera
4 appearances in the program
Sessions & presentations
Advances in Time Series and Financial Econometrics
First Author
Presentation: Bootstrap specification tests for multivariate GARCH processes
Contributed Papers · Tue, Aug 5 , 8:30 AM
Advances in Time Series and Financial Econometrics
Presenting Author
Presentation: Bootstrap specification tests for multivariate GARCH processes
Contributed Papers · Tue, Aug 5 , 8:30 AM
Applications in Macroeconomics, Financial Markets, and Policy Analysis
Chair
Contributed Papers · Wed, Aug 6 , 8:30 AM
Econometric Theory, Model Misspecification, and Inference
Co-Author
Presentation: Estimation and Prediction in Mis-specified Fractionally Integrated Models with an Unknown Mean
Contributed Papers · Mon, Aug 4 , 8:30 AM