Search


Current filters:

Start a new search
Add filters:

Use filters to refine the search results.


Results 1-10 of 10 (Search time: 0.003 seconds).
  • previous
  • 1
  • next
Item hits:
Issue DateTitleAuthor(s)Citation
2007A review of recent developments of financial time series: ACD modelling using the estimating function approachPeiris, Mahatelge (Shelton); Mohamed, I B; Ng, K H; Mathematics & StatisticsA review of recent developments of financial time series: ACD modelling using the estimating function approach, Sri Lankan Journal of Applied Statistics, vol.8,(N/A),2007,pp 1-17
2005Forecasting volatilityPeiris, Mahatelge (Shelton); Appadoo, S; Thavaneswaran, A; Mathematics & StatisticsForecasting volatility, Statistics & Probability Letters, vol.75,(1),2005,pp 1-10
2005Some statistical models for durations and an application to News Corporation stock pricesPeiris, Mahatelge (Shelton); Allen, David E.; Yang, Wenling; Mathematics & StatisticsSome statistical models for durations and an application to News Corporation stock prices, Mathematics and Computers in Simulation, vol.68,(05-Jun),2005,pp 549-556
2005An examination of the role of time and its impact on price revisionPeiris, Mahatelge (Shelton); Allen, David E.; Yang, Joey Wenling; Mathematics & StatisticsAn examination of the role of time and its impact on price revision, Australian Journal of Management, vol.30,(2),2005,pp 283-301
2006Saddlepoint approximation methods for testing of serial correlation in panel time series dataPeiris, Mahatelge (Shelton); Perera, Devindri; Robinson, John; Weber, Neville; Mathematics & Statistics; Mathematics & Statistics; Mathematics & Statistics; Mathematics & StatisticsSaddlepoint approximation methods for testing of serial correlation in panel time series data, Journal of Statistical Computation and Simulation, vol.76,(11),2006,pp 1001-1015
2007An introduction to volatility models with indicesPeiris, Mahatelge (Shelton); Thavaneswaran, A; Mathematics & Statistics; Mathematics & StatisticsAn introduction to volatility models with indices, Applied Mathematics Letters, vol.20,(2),2007,pp 177-182
2007An example of a classification problem applied to Australian equity dataBertram, William; Peiris, Mahatelge (Shelton); Mathematics & Statistics; Mathematics & StatisticsAn example of a classification problem applied to Australian equity data, Computational Statistics & Data Analysis, vol.51,(8),2007,pp 3627-3630
2008Generalized autoregressive (GAR) model: A comparison of maximum likelihood and whittle estimation procedures using a simulation studyPeiris, Mahatelge (Shelton); Shitan, Mahendran; Mathematics & StatisticsGeneralized autoregressive (GAR) model: A comparison of maximum likelihood and whittle estimation procedures using a simulation study, Communications in Statistics: Simulation and Computation, vol.37,(3),2008,pp 560-570
2005Increasing the Quality of Volatility Forecasts with Fractional ARIMA ModelsBertram, William; Peiris, Mahatelge (Shelton); Mathematics & Statistics; Mathematics & StatisticsIncreasing the Quality of Volatility Forecasts with Fractional ARIMA Models, Proceedings of the 2004 workshop on research methods: Statistics and Finance, vol.1,(),2005,pp 66-74
2005Generalised Autoregressive Models with Conditional Heteroscedasticity: An Application to Financial Time Series ModellingPeiris, Mahatelge (Shelton); Mathematics & StatisticsGeneralised Autoregressive Models with Conditional Heteroscedasticity: An Application to Financial Time Series Modelling, Proceedings of the 2004 workshop on research methods: Statistics and Finance, vol.1,(),2005,pp 75-83