A Note on the Properties of Generalised Separable Spatial Autoregressive Process

by Mahendran Shitan, Shelton Peiris
Published 2009-01-01

Generalized Fractional Processes with Long Memory and Time Dependent Volatility Revisited

by M. Shelton Peiris, Manabu Asai
Published 2016-09-01

Estimating and Forecasting Generalized Fractional Long Memory Stochastic Volatility Models

by Shelton Peiris, Manabu Asai, Michael McAleer
Published 2017-12-01

Modelling and Forecasting Stock Price Movements with Serially Dependent Determinants

by Rasika Yatigammana, Shelton Peiris, Richard Gerlach, David Edmund Allen
Published 2018-05-01

Nonlinear Time Series and Neural-Network Models of Exchange Rates between the US Dollar and Major Currencies

by David E. Allen, Michael McAleer, Shelton Peiris, Abhay K. Singh
Published 2016-03-01