Items where Author is "Peiris, S."

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Conference or Workshop Item

Pathmanathan, D. and Ng, K.H. and Peiris, S. (2010) On estimation of autoregressive conditional duration (ACD) models based on different error distributions. In: International Statistics Conference 2010, 08-09 Jan 2010, Colombo, Sri Lanka. (Submitted)

Ng, K.H. and Allen, D. and Peiris, S. (2009) Fitting weibull ACD models to high frequency transactions data: A semi-parametric approach based on estimating functions. In: 15th International Conference on Computing in Economics and Finance, 15-17 July 2009, Sydney, Australia. (Submitted)

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