| Modeling Asymmetry and excess kurtosis in stock return data G Premaratne, Bera, Anil, K International conference on Modeling and Forecasting Financial Volatility …, 2001 | 134 | 2001 |
| Modeling Asymmetry and Excess Kurtosis in Stock Return Data G Premaratne, A Bera Illinois Research & Reference Working Paper No. 00-123, 2001 | 134 | 2001 |
| Modeling asymmetry and excess kurtosis in stock return data G Premaratne, AK Bera SSRN Electronic Journal, 2000 | 134 | 2000 |
| A test for symmetry with leptokurtic financial data G Premaratne, A Bera Journal of Financial econometrics 3 (2), 169-187, 2005 | 91 | 2005 |
| REGIONAL INTEGRATION AND ECONOMIC GROWTH IN SOUTHEAST ASIA A Bong, G Premaratne Global Business Review 19 (6), 2017 | 59 | 2017 |
| Stock Market Volatility: Examining North America, Europe and Asia L Bala, G Premaratne Far Eastern Meeting of the Econometric Society 479, 2004 | 49 | 2004 |
| Adjusting the Tests for Skewness and Kurtosis for Distributional Misspecifications G Premaratne, AK Bera Communications in Statistics - Simulation and Computation, 2015 | 45* | 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 | 38 | 2004 |
| 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 | 37 | 2019 |
| Systemic interconnectedness among Asian banks JO Mensah, G Premaratne Japan and the World Economy 41, 17-33, 2017 | 32 | 2017 |
| Stock Market Volatility: Examining North America, Europe and Asia G Premaratne, L Balasubramanyan National University of Singapore, Economics Working Paper, 2003 | 30 | 2003 |
| 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 | 23 | 2002 |
| Sectoral exposure of financial markets to oil risk factors in BRICS countries KE Dogah, G Premaratne Energy Economics 76, 228-256, 2018 | 22 | 2018 |
| Modeling asymmetry and excess kurtosis in stock return data A Bera, G Premaratne Unpublished paper, Economics Department, University of Illinois, 2002 | 22 | 2002 |
| How should we interpret evidence of time varying conditional skewness? G PREMARATNE, AS TAY | 20 | 2002 |
| General hypothesis testing AK Bera, G Premaratne A companion to theoretical econometrics, 2001 | 18 | 2001 |
| 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 | 16 | 2014 |
| Dependence patterns among Asian banking sector stocks: A copula approach JO Mensah, G Premaratne Research in International Business and Finance 41, 516-546, 2017 | 15 | 2017 |
| Integration of ASEAN banking sector stocks JO Mensah, G Premaratne Journal of Asian Economics 59, 48-60, 2018 | 14 | 2018 |
| Volatility spillover and co-movement: Some new evidence from Singapore L Balasubramanyan, G Premaratne National University of Singapore Working Paper, 2003 | 14 | 2003 |
Anil BeraProfessor of Economics, UIUC在 uiuc.edu 的电子邮件经过验证
