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Allen, David
109
Smith, Michael
8
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7
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6
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5
Thavaneswaran, A.
5
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Journal of common market studies : JCMS
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3
Executive excellence : the magazine of personal development, managerial effectiveness, and organizational productivity
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2
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2
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1
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1
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International journal of research in marketing : IJRM ; official journal of the European Marketing Academy
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International review of financial analysis
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Jahrbuch der europäischen Integration
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The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics
Allen, David
;
Ng, K.H.
;
Peiris, Shelton
- In:
Economics letters
120
(
2013
)
1
,
pp. 117-122
Persistent link: https://www.econbiz.de/10010119305
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2
Estimating and simulating Weibull models of risk or price durations: An application to ACD models
Allen, David
;
Ng, K.H.
;
Peiris, Shelton
- In:
The North American journal of economics and finance : a …
25
(
2013
),
pp. 214-225
Persistent link: https://www.econbiz.de/10010134051
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3
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David
;
Chan, Felix
;
Mcaleer, Michael
;
Peiris, Shelton
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-185
Persistent link: https://www.econbiz.de/10008143195
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4
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks
Allen, David
;
Chan, Felix
;
McAleer, Michael
;
Peiris, Shelton
- In:
Journal of econometrics
147
(
2008
)
1
,
pp. 163-186
Persistent link: https://www.econbiz.de/10008898196
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5
6 An Examination of the Role of Time and its Impact on Price Revision
Allen, David
;
Peiris, Shelton
;
Yang, Joey Wenling
- In:
Australian journal of management
30
(
2005
)
2
,
pp. 283-302
Persistent link: https://www.econbiz.de/10006956661
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6
A note on smoothed estimating functions
Thavaneswaran, A.
;
Singh, Jagbir
- In:
Annals of the Institute of Statistical Mathematics : AISM
45
(
1993
)
4
,
pp. 721-730
Persistent link: https://www.econbiz.de/10006601021
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7
A note on MRAS with infinite variance
Thavaneswaran, A.
;
Abraham, B.
- In:
Statistica Neerlandica : journal of the Netherlands …
48
(
1994
)
3
,
pp. 253-258
Persistent link: https://www.econbiz.de/10006490868
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8
On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.
;
Thavaneswaran, A.
- In:
Economics letters
105
(
2009
)
3
,
pp. 273-275
Persistent link: https://www.econbiz.de/10008326856
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9
On some properties of Autoregressive Conditional Poisson (ACP) models
Ghahramani, M.
;
Thavaneswaran, A.
- In:
Economics letters
105
(
2009
)
3
,
pp. 273-276
Persistent link: https://www.econbiz.de/10008895690
Saved in:
10
Option pricing for jump diffussion model with random volatility
Thavaneswaran, A.
;
Singh, Jagbir
- In:
Journal of risk finance : the convergence of financial …
11
(
2010
)
5
,
pp. 496-508
Persistent link: https://www.econbiz.de/10008724013
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