| 2009 | ||
|---|---|---|
| 5 | David Allen, Zdravetz Lazarov, Michael McAleer, M. Shelton Peiris: Comparison of alternative ACD models via density and interval forecasts: Evidence from the Australian stock market. Mathematics and Computers in Simulation 79(8): 2535-2555 (2009) | |
| 4 | Mahendran Shitan, M. Shelton Peiris: On properties of the second order generalized autoregressive GAR(2) model with index. Mathematics and Computers in Simulation 80(2): 367-377 (2009) | |
| 2007 | ||
| 3 | M. Shelton Peiris, A. Thavaneswaran: An introduction to volatility models with indices. Appl. Math. Lett. 20(2): 177-182 (2007) | |
| 2 | William K. Bertram, M. Shelton Peiris: An example of a misclassification problem applied to Australian equity data. Computational Statistics & Data Analysis 51(8): 3627-3630 (2007) | |
| 2005 | ||
| 1 | M. Shelton Peiris, David Allen, Wenling Yang: Some statistical models for durations and an application to News Corporation stock prices. Mathematics and Computers in Simulation 68(5-6): 545-552 (2005) | |
| 1 | David Allen | [1] [5] |
| 2 | William K. Bertram | [2] |
| 3 | Zdravetz Lazarov | [5] |
| 4 | Michael McAleer | [5] |
| 5 | Mahendran Shitan | [4] |
| 6 | A. Thavaneswaran | [3] |
| 7 | Wenling Yang | [1] |