Browsing All of EconStor by Author Peiris, Shelton
Showing results 1 to 7 of 7
| Year of Publication | Title | Author(s) |
| 2014 | Hedge Fund Portfolio Diversification Strategies across the GFC | Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K. |
| 2015 | Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies | Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K. |
| 2016 | Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models | Peiris, Shelton; Asai, Manabu; McAleer, Michael |
| 2016 | Nonlinear time series and neural-network models of echange rates between the US Dollar and major currencies | Allen, David E.; McAleer, Michael; Peiris, Shelton; Singh, Abhay K. |
| 2017 | Estimating and forecasting generalized fractional long memory stochastic volatility models | Peiris, Shelton; Asai, Manabu; McAleer, Michael |
| 2017 | Realized Stochastic Volatility Models with Generalized Gegenbauer Long Memory | Asai, Manabu; McAleer, Michael; Peiris, Shelton |
| 2018 | Modelling and forecasting stock price movements with serially dependent determinants | Yatigammana, Rasika; Peiris, Shelton; Gerlach, Richard; Allen, David Edmund |
