Publication search results
Matches for:- Author=Allen D
2. Allen DE, Lazarov L, Aleer MM, Peiris MS. Comparison of Alternative ACD Models via density and interval forecasts: Evidence from the Australian Stock Market, Mathematics and Computers in Simulation, 79 (2009), no. 8, 2535–2555.
3. Allen D, Chan F, McAleer M, Peiris MS. Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks, Journal of Econometrics, 147 (2008), 163–185. MR2472990
4. Peiris MS, Allen D, Yang W. Some statistical models for durations and an application to News Corporation stock prices, Mathematics and Computers in Simulation, 68 (2005), 549–556. MR2156401
5. Peiris MS, Allen D, Peiris U. Generalised autoregressive models with conditional heteroscedasticity: An application to financial time series modelling, Proceedings of the 2004 Workshop on Research Methods: Statistics and Finance, The 2004 Workshop on Research Methods: Statistics and Finance, Eric J Beh, Robert G Clark, J C W Rayner (eds.), University of Wollongong, Wollongong, (2005), 75–83. ISBN 1 74128 107 5
6. Allen D, Peiris MS, Yang JW. An examination of the role of time and its impact on price revision, Australian Journal of Management, 30 (2005), no. 2, 283–301.
7. Peiris MS, Allen D, Thavaneswaran A. An introduction to generalized moving average model and applications, Journal of Applied Statistical Science, 13 (2004), no. 3, 251–267. MR2162151
8. Peiris MS, Allen D, Yang W. Some statistical models for durations and their applications in finance, Modsim, International Congress on Modelling and Simulation, 2003, Modelling and Simulation Society of Australia and New Zealand Inc., Australia, (2003), 1210–1214. ISBN 174052 098X
9. Peiris MS, Thavaneswaran A, Allen D, Mellor R. Applications of recursive estimation methods in statistical process control: a comparison, Statistical Methods, 5 (2003), no. 2, 172–183. MR2198742
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