Concepedia

Shelton Peiris

SP

21

Publications

864

Citations

15

H-Index

1987

Active since

Affiliations

The University of Sydney(Current)

Edith Cowan University

Monash University

University of Malaya

University of Manitoba

Shelton Peiris is an author at The University of Sydney specializing in business, engineering, and statistics.

Top concepts

BusinessEngineeringStatisticsFinanceForecastingEconometricsAsset PricingEconomicsFinancial EngineeringTime Series Econometrics

Publications per year

1987–2022

21

Publications

21

A new look at Cryptocurrencies

Andrew Phillip, Jennifer Chan, Shelton Peiris · Economics Letters · 2017 · 339 citations

Monetary Policy, Fintech, Economics +10

On long memory effects in the volatility measure of Cryptocurrencies

Andrew Phillip, Jennifer Chan, Shelton Peiris · Finance research letters · 2018 · 81 citations

Volatility Modeling, Multivariate Stochastic Volatility, Financial Economics +6

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

David E. Allen, Félix Chan, Michael McAleer et al. · Journal of Econometrics · 2008 · 67 citations · Full text

Empirical Finance, Computational Finance, Asset Pricing +11

LAG WINDOW ESTIMATION OF THE DEGREE OF DIFFERENCING IN FRACTIONALLY INTEGRATED TIME SERIES MODELS

Gemai Chen, Bovas Abraham, Shelton Peiris · Journal of Time Series Analysis · 1994 · 44 citations

Lag Windows, Engineering, Fractional-order System +12

ON PREDICTION WITH FRACTIONALLY DIFFERENCED ARIMA MODELS

Shelton Peiris, B. J. C. Perera · Journal of Time Series Analysis · 1988 · 43 citations

Forecasting Methodology, Theoretical Point, Engineering +13

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