Working Papers 2008

No.	Author(s)	Title (click for Abstract)	No. of pages	Paper
1/08	Kulan Ranasinghe and Mervyn Silvapulle	Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown	29	wp1-08.pdf
2/08	Javed Iqbal, Robert Brooks and Don Galagedera	Multivariate tests of asset pricing: Simulation evidence from an emerging market	34	wp2-08.pdf
3/08	Javed Iqbal, Robert Brooks and Don Galagedera	Testing Conditional Asset Pricing Models: An Emerging MarketPerspective	50	wp3-08.pdf
4/08	Keith Ord , Rob Hyndman, Anne Koehler and Ralph Snyder	Monitoring Processes with Changing Variances	27	wp4-08.pdf
5/08	Kulan Ranasinghe and Mervyn Silvapulle	Semiparametric estimation of duration models when the parameters are subject to inequality constraints and the error distribution is unknown	23	wp5-08.pdf
6/08	Rob Hyndman and Shu Fan	Density forecasting for long-term peak electricity demand	34	wp6-08.pdf
7/08	Ralph Snyder and Anne Koehler	A View of Damped Trend as Incorporating a Tracking Signal into a State Space Model	10	wp7-08.pdf

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