Publication Search Results
Exact matches for:
- Author = Yatigammana RP
1.
Yatigammana RP, Chan JSK, Gerlach R
R P Yatigammana, J S K Chan and R H Gerlach:
Forecasting trade durations via ACD models with mixture distributions,
Quantitative Finance,
19
(2019),
no. 12,
2051–2067.
MR4029351
2.
Yatigammana RP, Choy STB, Chan JSK
Rasika P Yatigammana, S T Boris Choy and Jennifer S K Chan:
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution,
Studies in Computational Intelligence,
622
(2016),
no. January 2016,
83–107.
3.
Yatigammana RP, Choy STB, Chan JSK
Rasika P. Yatigammana, S.T. Boris Choy and Jennifer S.K. Chan:
Autoregressive Conditional Duration Model with an Extended Weibull Error Distribution,
Causal Inference in Econometrics,
Studies in Computational Intelligence 622,
Springer,
Switzerland,
(2016),
638.
ISBN 1860-949X.
| Number of matches: 3 |