Gareth W. Peters

Heriot-Watt University - Department of Actuarial Mathematics and Statistics

Edinburgh, Scotland EH14 4AS

United Kingdom

SCHOLARLY PAPERS

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Scholarly Papers (3)

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1.

Score Test for Marks in Hawkes Processes

Number of pages: 31 Posted: 29 May 2019 Last Revised: 22 Feb 2022
Kylie-Anne Richards, Kylie-Anne Richards, William Dunsmuir and Gareth W. Peters
University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School, University of New South Wales and Heriot-Watt University - Department of Actuarial Mathematics and Statistics
Downloads 99 (405,646)
Citation 2

Abstract:

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Marked Hawkes point process, Score test statistic, Screening marks, High frequency financial data

2.

Supplementary Materials for 'Score Test for Marks in Hawkes Processes'

Number of pages: 24 Posted: 04 Mar 2020 Last Revised: 22 Feb 2022
Kylie-Anne Richards, Kylie-Anne Richards, William Dunsmuir and Gareth W. Peters
University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School, University of New South Wales and Heriot-Watt University - Department of Actuarial Mathematics and Statistics
Downloads 13 (838,820)

Abstract:

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Marked Hawkes point process, Score test statistic, Screening marks, High frequency financial data

3.

Green Bond Performance and Risk Indicators

Posted: 29 Mar 2021
Marta Campi, Gareth W. Peters, Kylie-Anne Richards and Kylie-Anne Richards
UCL, Heriot-Watt University - Department of Actuarial Mathematics and Statistics and University of New South Wales (UNSW) - School of Mathematics and StatisticsUniversity of Technology Sydney (UTS) - UTS Business School

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Green bonds, ESG, sustainable finance, fixed income, KPI