Narrow search
Showing 1 - 4 of 4
Cover Image
Fitting Weibull ACD models to high frequency transactions data : a semi-parametric approach based on estimating functions
Kok Haur Ng; Allen, David E.; Peiris, Shelton - 2009
Persistent link: https://www.econbiz.de/10003869587
Cover Image
The efficient modelling of high frequency transaction data : a new application of estimating functions in financial economics
Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: Economics letters 120 (2013) 1, pp. 117-122
Persistent link: https://www.econbiz.de/10009760440
Cover Image
Estimating and simulating Weibull models of risk or price durations : an application to ACD models
Allen, David E.; Kok Haur Ng; Peiris, Shelton - In: The North American journal of economics and finance : a … 25 (2013), pp. 214-225
Persistent link: https://www.econbiz.de/10009779281
Cover Image
Efficient modelling and forecasting with range based volatility models and its application
Kok Haur Ng; Peiris, Shelton; Chan, Jennifer So-kuen; … - In: The North American journal of economics and finance : a … 42 (2017), pp. 448-460
Persistent link: https://www.econbiz.de/10011938162