Publication Search Results
Exact matches for:
- Author = Phillip A
1.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Jennifer Chan, Shelton Peiris:
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin,
Econometrics and Statistics,
16
(2020),
69–90.
2.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Jennifer Chan, Shelton Peiris:
On long memory effects in the volatility measure of cryptocurrencies,
Finance Research Letters,
28
(2019),
95–100.
3.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Chan Jennifer S.K., Peiris Shelton:
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications,
Studies in Nonlinear Dynamics & Econometrics,
22
(2018),
no. 3,
1–29.
4.
Phillip A, Chan JSK, Peiris MS
Andrew Phillip, Jennifer S.K.Chan, Shelton Peiris:
A new look at Cryptocurrencies,
Economics Letters,
163
(2018),
6–9.
| Number of matches: 4 |