Items where Author is "Peiris, S."

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Jump to: Conference or Workshop Item
Number of items: 2.

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)

This list was generated on Wed Dec 25 16:01:39 2024 +08.
UM Research Repository is powered by EPrints 3 which is developed by the School of Electronics and Computer Science at the University of Southampton. More information and software credits.