Indika Karunanayake

Statistics

Publications

Citations

221

H-Index

Active since

2009

Affiliations

University of Wollongong(Current)

Indika Karunanayake is an author at University of Wollongong specializing in time series volatility modeling, time-varying volatility models, and volatility modeling.

Publications per year

2009–2012

Publications

Australasian Accounting, Business and Finance Journal

Indika Karunanayake, Abbas Valadkhani · 2012 · 127 citations

Business, Accountancy, Accounting +13

FINANCIAL CRISES AND INTERNATIONAL STOCK MARKET VOLATILITY TRANSMISSION

Indika Karunanayake, Abbas Valadkhani, Martin O’Brien · Australian Economic Papers · 2010 · 49 citations

Business, Economics, Finance +17

Modelling Australian stock market volatility: a multivariate GARCH approach

Indika Karunanayake, Abbas Valadkhani, Martin O’Brien · Research Online (University of Wollongong) · 2009 · 20 citations · Full text

Business, Economics, Finance +17

Stock market and GDP growth volatility spillovers

Indika Karunanayake, Abbas Valadkhani, Martin O’Brien · Swinburne Research Bank (Swinburne University of Technology) · 2012 · 14 citations · Full text

Social Sciences, Economics, Finance +17

Asymmetric Dynamics in Stock Market Volatility

Indika Karunanayake, Abbas Valadkhani · Economic Papers A journal of applied economics and policy · 2011 · 11 citations

Business, Economics, Finance +17

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