Rasika Pushpamali Yatigammana

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Forecasting trade durations via ACD models with mixture distributions
Quantitative Finance
2020-09-16Paper
ADVANCEMENT OF AUTOREGRESSIVE CONDITIONAL DURATION MODELS INVOLVING LIQUIDITY AND PRICE DYNAMICS
Bulletin of the Australian Mathematical Society
2017-06-27Paper


Research outcomes over time


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