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Shelton Peiris · Study

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Shelton Peiris

5 works· latest 2018· 2 institutionscluster: provisionalORCID 0000-0002-2612-0831

h-index5

i105

Citations554

Works here5

88

08

17

18

Most cited in this library

A new look at Cryptocurrencies2017 · 344 citations
On long memory effects in the volatility measure of Cryptocurrencies2018 · 80 citations
Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks2008 · 64 citations
ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS1988 · 43 citations
Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market2008 · 23 citations

Works

5 shown

On long memory effects in the volatility measure of Cryptocurrencies

Finance research letters·2018·3 authors

80citations

A new look at Cryptocurrencies

Economics Letters·2017·3 authors

344citations

Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market

Mathematics and Computers in Simulation·2008·4 authors

23citations

Finite sample properties of the QMLE for the Log-ACD model: Application to Australian stocks

Journal of Econometrics·2008·4 authors·Open access

64citations

ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS

Journal of Time Series Analysis·1988·2 authors

43citations