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Wongsaart, Pipat
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PhD Student
University of Western Australia
Crawley, Western Australia Australia
email address
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University of Adelaide
No 233 North Terrace, School of Commerce Adelaide, South Australia 5005 Australia
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Wongsaart, Pipat's
Scholarly Papers
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Aggregate Statistics |
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Total Downloads
108 |
Total
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1.
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Wongsaart, Pipat University of Western Australia Gao, Jiti Monash University - Department of Econometrics & Business Statistics Allen, David E. Edith Cowan University - School of Finance and Business Economics
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75
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Semiparametric ACD model, Conditional durations, Simulations
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Gao, Jiti Monash University - Department of Econometrics & Business Statistics Wongsaart, Pipat University of Western Australia Allen, David E. Edith Cowan University - School of Finance and Business Economics
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33
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Dependent point process, duration, hazard rate and random measure, irregularly spaced high frequency data, semiparametric time series
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