• Forecasting accuracy of Holt-Winters Exponential Smoothing : evidence from New Zealand. 

      Dassanayake, Wajira; Ardekani, Iman; Jayawardena, C.; Sharifzadeh, Hamid; Gamage, N. (New Zealand Journal of Applied Business Research, 2020)
      Financial time series is volatile, dynamic, nonlinear, nonparametric, and chaotic. Accurate forecasting of stock market prices and indices is always challenging and complex endeavour in time series analysis. Accurate ...
    • A revisit of price discovery dynamics across Australia and New Zealand 

      Dassanayake, Wajira; Li, Xiaoming; Buhr, Klaus (Unitec ePress, 2015-08-26)
      This study re-investigates the price discovery dynamics of selected stocks cross-listed on the Australian Stock Exchange (ASX) and the New Zealand Stock Exchange (NZX) during a bear trading phase from January 2008 to ...