Paramsothy Silvapulle

659 total citations
19 papers, 457 citations indexed

About

Paramsothy Silvapulle is a scholar working on Finance, General Economics, Econometrics and Finance and Economics and Econometrics. According to data from OpenAlex, Paramsothy Silvapulle has authored 19 papers receiving a total of 457 indexed citations (citations by other indexed papers that have themselves been cited), including 12 papers in Finance, 10 papers in General Economics, Econometrics and Finance and 8 papers in Economics and Econometrics. Recurrent topics in Paramsothy Silvapulle's work include Financial Risk and Volatility Modeling (10 papers), Monetary Policy and Economic Impact (10 papers) and Market Dynamics and Volatility (8 papers). Paramsothy Silvapulle is often cited by papers focused on Financial Risk and Volatility Modeling (10 papers), Monetary Policy and Economic Impact (10 papers) and Market Dynamics and Volatility (8 papers). Paramsothy Silvapulle collaborates with scholars based in Australia and United States. Paramsothy Silvapulle's co-authors include Mervyn J. Silvapulle, Maxwell L. King, George Athanasopoulos, Mala Raghavan, Merran Evans, A. B. M. Rabiul Alam Beg, I. V. Basawa, Elizabeth Ann Maharaj, Imad A. Moosa and Robert Brooks and has published in prestigious journals such as Journal of the American Statistical Association, Journal of Econometrics and Journal of Business and Economic Statistics.

In The Last Decade

Paramsothy Silvapulle

17 papers receiving 426 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Paramsothy Silvapulle Australia 9 210 198 135 81 63 19 457
Jiří Anděl Czechia 11 166 0.8× 164 0.8× 117 0.9× 57 0.7× 51 0.8× 65 482
Axel Bücher Germany 14 368 1.8× 231 1.2× 140 1.0× 117 1.4× 49 0.8× 47 531
Petra Vynckier Belgium 9 387 1.8× 252 1.3× 155 1.1× 95 1.2× 55 0.9× 9 592
Goedele Dierckx Belgium 11 382 1.8× 277 1.4× 117 0.9× 76 0.9× 36 0.6× 15 513
Alessio Sancetta United Kingdom 10 224 1.1× 124 0.6× 119 0.9× 73 0.9× 50 0.8× 31 373
Gunther Matthys Belgium 6 259 1.2× 173 0.9× 104 0.8× 53 0.7× 31 0.5× 7 387
Jakob Stöber Germany 7 155 0.7× 111 0.6× 106 0.8× 55 0.7× 52 0.8× 11 301
Gabriel Frahm Germany 10 380 1.8× 145 0.7× 192 1.4× 89 1.1× 36 0.6× 36 619
Zhibiao Zhao United States 9 146 0.7× 237 1.2× 82 0.6× 72 0.9× 59 0.9× 25 392
Jan-Frederik Mai Germany 12 364 1.7× 190 1.0× 93 0.7× 26 0.3× 73 1.2× 48 517

Countries citing papers authored by Paramsothy Silvapulle

Since Specialization
Citations

This map shows the geographic impact of Paramsothy Silvapulle's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Paramsothy Silvapulle with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Paramsothy Silvapulle more than expected).

Fields of papers citing papers by Paramsothy Silvapulle

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Paramsothy Silvapulle. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Paramsothy Silvapulle. The network helps show where Paramsothy Silvapulle may publish in the future.

Co-authorship network of co-authors of Paramsothy Silvapulle

This figure shows the co-authorship network connecting the top 25 collaborators of Paramsothy Silvapulle. A scholar is included among the top collaborators of Paramsothy Silvapulle based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Paramsothy Silvapulle. Paramsothy Silvapulle is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

19 of 19 papers shown
1.
Raghavan, Mala, Paramsothy Silvapulle, & George Athanasopoulos. (2011). Structural VAR models for Malaysian monetary policy analysis during the pre- and post-1997 Asian crisis periods. Applied Economics. 44(29). 3841–3856. 28 indexed citations
2.
Maharaj, Elizabeth Ann, et al.. (2008). Wavelet Estimation of Asymmetric Hedge Ratios: Does Econometric Sophistication Boost Hedging Effectiveness?. RMIT Research Repository (RMIT University Library). 3 indexed citations
3.
Silvapulle, Mervyn J., et al.. (2007). SEMIPARAMETRIC ESTIMATION OF THE ERROR DISTRIBUTION IN MULTIVARIATE REGRESSION USING COPULAS. Australian & New Zealand Journal of Statistics. 49(3). 321–336. 8 indexed citations
4.
Silvapulle, Paramsothy, et al.. (2007). A threshold cointegration approach to the stock prices-inflation puzzle. 1(2). 83–101.
5.
Silvapulle, Mervyn J., et al.. (2007). Estimating the error distribution in multivariate heteroscedastic time-series models. Journal of Statistical Planning and Inference. 138(5). 1442–1458. 9 indexed citations
6.
Silvapulle, Mervyn J., et al.. (2006). Comparison of semiparametric and parametric methods for estimating copulas. Computational Statistics & Data Analysis. 51(6). 2836–2850. 229 indexed citations
7.
Silvapulle, Mervyn J., Paramsothy Silvapulle, & I. V. Basawa. (2002). Tests against inequality constraints in semiparametric models. Journal of Statistical Planning and Inference. 107(1-2). 307–320. 7 indexed citations
8.
Silvapulle, Paramsothy. (2001). A SCORE TEST FOR SEASONAL FRACTIONAL INTEGRATION AND COINTEGRATION. Econometric Reviews. 20(1). 85–104. 7 indexed citations
9.
Brooks, Robert & Paramsothy Silvapulle. (2001). Testing for linear and nonlinear Granger causality between the Australian current account and trade weighted index. 17(1). 102–116.
10.
Beg, A. B. M. Rabiul Alam, Mervyn J. Silvapulle, & Paramsothy Silvapulle. (2001). Tests Against Inequality Constraints When Some Nuisance Parameters Are Present Only Under the Alternative. Journal of Business and Economic Statistics. 19(2). 245–253. 8 indexed citations
11.
Silvapulle, Paramsothy, et al.. (1999). Testing for Asymmetry in the Relationship between the Malaysian Business Cycle and the Stock Market. 38(4). 16. 1 indexed citations
12.
Silvapulle, Paramsothy & Merran Evans. (1998). Testing for serial correlation in the presence of dynamic heteroscedasticity. Econometric Reviews. 17(1). 31–55. 10 indexed citations
13.
Silvapulle, Mervyn J. & Paramsothy Silvapulle. (1995). A Score Test against One-Sided Alternatives. Journal of the American Statistical Association. 90(429). 342–349. 92 indexed citations
14.
Silvapulle, Mervyn J. & Paramsothy Silvapulle. (1995). A Score Test Against One-Sided Alternatives. Journal of the American Statistical Association. 90(429). 342–342. 21 indexed citations
15.
Silvapulle, Paramsothy. (1994). Testing for ar(1) against ima(1,1) disturbances in the linear regression model. Communication in Statistics- Theory and Methods. 23(3). 701–720. 3 indexed citations
16.
Silvapulle, Paramsothy & Maxwell L. King. (1993). Nonnested testing for autocorrelation in the linear regression model. Journal of Econometrics. 58(3). 295–314. 7 indexed citations
17.
Silvapulle, Paramsothy. (1992). Testing for AR(p) against IMA(1, q) disturbances in the linear regression model. Economics Letters. 40(3). 257–261. 1 indexed citations
18.
Silvapulle, Paramsothy & Maxwell L. King. (1991). Testing Moving Average Against Autoregressive Disturbances in the Li near-Reg ression Model. Journal of Business and Economic Statistics. 9(3). 329–335. 13 indexed citations
19.
Silvapulle, Paramsothy & Maxwell L. King. (1991). Testing Moving Average against Autoregressive Disturbances in the Linear-Regression Model. Journal of Business and Economic Statistics. 9(3). 329–329. 10 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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