Chan Ngai Hang

Ngai Hang Chan

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Found 5 papers in total
Short-Term Stock Price Prediction Based on Limit Order Book Dynamics
2017
Interaction of capital market participants is a complicated dynamic process. A...
Modeling and Forecasting Online Auction Prices: A Semiparametric Regression Analysis
2017
Interest in online auctions has been growing in recent years. There is an extensive...
Forecasting Online Auctions via Self-Exciting Point Processes
2014
Modeling online auction prices is a popular research topic among statisticians and...
The approximation of long-memory processes by an ARMA model
2001
A mean square error criterion is proposed in this paper to provide a systematic...
Estimation and forecasting of long-memory processes with missing values
1997
This paper addresses the issues of maximum likelihood estimation and forecasting of a...
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