| |
| 2007 | ||
|---|---|---|
| 3 | EE | M. Shelton Peiris, A. Thavaneswaran: An introduction to volatility models with indices. Appl. Math. Lett. 20(2): 177-182 (2007) |
| 2 | EE | 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 | EE | 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] |
| 2 | William K. Bertram | [2] |
| 3 | A. Thavaneswaran | [3] |
| 4 | Wenling Yang | [1] |