Sivagowry Sriananthakumar

RMIT University — Australia

Mathematics · Physical Sciences

6h-index272citations19works0.02yr avg
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Research Topics

Statistical Methods and Inference(7), Financial Risk and Volatility Modeling(6), Market Dynamics and Volatility(6), Monetary Policy and Economic Impact(5), Probabilistic and Robust Engineering Design(3)

Publications19 total

Applications of Information Measures to Assess Convergence in the Central Limit Theorem
Open MIND·2022Open Access
Point Optimal Testing: A Survey of the Post 1987 Literature
Open MIND·2022Open Access
Maximum Entropy Evaluation of Asymptotic Hedging Error under a Generalised Jump-Diffusion Model
Journal of risk and financial management·2021Open Access
Are the Current Account Imbalances on a Sustainable Path?
Journal of risk and financial management·2020· 4 citedOpen Access
The influence of terrorism risk on stock market integration: Evidence from eight OECD countries
International Review of Financial Analysis·2018· 40 cited
Using point optimal test of a simple null hypothesis for testing a composite null hypothesis via maximized Monte Carlo approach
Econometric Reviews·2017Open Access
Testing linear restrictions in static and dynamic linear simultaneous equations models
Figshare·2017Open Access
Contributions to the theory and practice of hypothesis testing
Figshare·2017Open Access
Essentials of Business Statistics: Communicating with Numbers
ResearchOnline at James Cook University (James Cook University)·2016· 3 citedOpen Access
Are prolonged conflict and tension deterrents for stock market integration? The case of Sri Lanka
International Review of Economics & Finance·2015· 16 cited
Applications of information measures to assess convergence in the central limit theorem
Model Assisted Statistics and Applications·2015· 1 cited
Point optimal testing: A survey of the post 1987 literature
Model Assisted Statistics and Applications·2015· 7 cited
Approximate Non-Similar critical values based tests vs Maximized Monte Carlo tests
Economic Modelling·2015
A comparison of the accuracy of asymptotic approximations in the dynamic regression model using Kullback-Leibler information
Economic Modelling·2014
Stock market integration of emerging Asian economies: Patterns and causes
Economic Modelling·2014· 110 cited
Testing linear regression model with AR(1) errors against a first-order dynamic linear regression model with white noise errors: A point optimal testing approach
Economic Modelling·2013· 5 cited
Time-varying correlation between stock market returns and real estate returns
Journal of Empirical Finance·2012· 69 cited
Multivariate conditional heteroscedasticity models with dynamic correlations for testing contagion
Applied Financial Economics·2008· 4 cited
A new approximate point optimal test of a composite null hypothesis
Journal of Econometrics·2004· 13 cited

Frequent Co-authors

Maxwell L. King(5), Seema Narayan(4), Ranjani Atukorala(3), Sakhawat Islam(1), Richard Heaney(1), Thai‐Ha Le(1), Param Silvapulle(1), Sanjiv Jaggia(1), Alison Kelly(1), Scott Salzman(1), Doina Olaru(1), A. B. M. Rabiul Alam Beg(1), Catherine Leighton(1), Farzad Alavi Fard(1), Firmin Doko Tchatoka(1)