 | 2011 |
| 12 |  | S. Peiris,
A. Thavaneswaran,
S. S. Appadoo:
Doubly stochastic models with GARCH innovations.
Appl. Math. Lett. 24(11): 1768-1773 (2011) |
| 11 |  | A. Paseka,
S. S. Appadoo,
A. Thavaneswaran:
Possibilistic moment generating functions.
Appl. Math. Lett. 24(5): 630-635 (2011) |
| 2009 |
| 10 |  | A. Thavaneswaran,
S. S. Appadoo,
M. Ghahramani:
RCA models with GARCH innovations.
Appl. Math. Lett. 22(1): 110-114 (2009) |
| 9 |  | A. Thavaneswaran,
S. S. Appadoo,
A. Paseka:
Weighted possibilistic moments of fuzzy numbers with applications to GARCH modeling and option pricing.
Mathematical and Computer Modelling 49(1-2): 352-368 (2009) |
| 2008 |
| 8 |  | S. S. Appadoo,
S. K. Bhatt,
C. R. Bector:
Application of possibility theory to investment decisions.
FO & DM 7(1): 35-57 (2008) |
| 2007 |
| 7 |  | Kulathava Ranee Thiagarajah,
S. S. Appadoo,
A. Thavaneswaran:
Option valuation model with adaptive fuzzy numbers.
Computers & Mathematics with Applications 53(5): 831-841 (2007) |
| 6 |  | A. Thavaneswaran,
Kulathava Ranee Thiagarajah,
Srimantoorao Semischetty Appadoo:
Fuzzy coefficient volatility (FCV) models with applications.
Mathematical and Computer Modelling 45(7-8): 777-786 (2007) |
| 2006 |
| 5 |  | S. S. Appadoo,
A. Thavaneswaran,
Jagbir Singh:
RCA models with correlated errors.
Appl. Math. Lett. 19(8): 824-829 (2006) |
| 4 |  | A. Thavaneswaran,
S. S. Appadoo:
Properties of a New Family of Volatility Sign Models.
Computers & Mathematics with Applications 52(6-7): 809-818 (2006) |
| 3 |  | A. Thavaneswaran,
Srimantoorao Semischetty Appadoo,
C. R. Bector:
Recent developments in volatility modeling and applications.
JAMDS 2006: (2006) |
| 2005 |
| 2 |  | A. Thavaneswaran,
Srimantoorao Semischetty Appadoo,
M. Samanta:
Random coefficient GARCH models.
Mathematical and Computer Modelling 41(6-7): 723-733 (2005) |
| 1 |  | A. Thavaneswaran,
S. S. Appadoo,
Jagbir Singh:
Random coefficient mixture (RCM) GARCH models.
Mathematical and Computer Modelling 42(5-6): 519-532 (2005) |