Pipat Wongsaart

University of Western Australia

PhD Student

Crawley, Western Australia

Australia

University of Adelaide

No 233 North Terrace, School of Commerce

Adelaide, South Australia 5005

Australia

SCHOLARLY PAPERS

2

DOWNLOADS

133

CITATIONS

0

Scholarly Papers (2)

1.

The Third Generation ACD Model: A Semiparametric Approach

Number of pages: 39 Posted: 23 Jul 2008
Pipat Wongsaart, Jiti Gao and David E. Allen
University of Western Australia, Monash University - Department of Econometrics & Business Statistics and School of Mathematics and Statistics, The University of Sydney
Downloads 88 (284,130)

Abstract:

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Semiparametric ACD model, Conditional durations, Simulations

2.

An Alternative Semiparametric Regression Approach to Nonlinear Duration Modeling: Theory and Practice

Number of pages: 60 Posted: 18 Sep 2010
Jiti Gao, Pipat Wongsaart and David E. Allen
Monash University - Department of Econometrics & Business Statistics, University of Western Australia and School of Mathematics and Statistics, The University of Sydney
Downloads 45 (400,381)

Abstract:

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Dependent point process, duration, hazard rate and random measure, irregularly spaced high frequency data, semiparametric time series