‪Andrew Phillip‬ - ‪Google Scholar‬

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	All	Since 2019
Citations	503	467
h-index	4	4
i10-index	3	3

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201820192020202120222023202433 108 103 90 88 59 18

Co-authors

Jennifer S.K. ChanThe University of SydneyVerified email at maths.usyd.edu.au

Andrew Phillip

Andrew Phillip

University of Sydney

Verified email at sydney.edu.au

Statistics Bayesian inference Cryptocurrencies


Title Sort by citations Sort by year Sort by title	Cited by Cited by	Year
A new look at cryptocurrencies A Phillip, JSK Chan, S Peiris Economics letters 163, 6-9, 2018	397	2018
On long memory effects in the volatility measure of cryptocurrencies A Phillip, J Chan, S Peiris Finance Research Letters 28, 95-100, 2019	87	2019
On generalized bivariate student-t Gegenbauer long memory stochastic volatility models with leverage: Bayesian forecasting of cryptocurrencies with a focus on Bitcoin A Phillip, J Chan, S Peiris Econometrics and Statistics 16, 69-90, 2020	13	2020
Bayesian estimation of Gegenbauer long memory processes with stochastic volatility: methods and applications A Phillip, JSK Chan, S Peiris Studies in nonlinear dynamics & econometrics 22 (3), 20150110, 2018	6	2018

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