Jeffrey Chu
Jeffrey Chu
Assistant Professor, Department of Statistics, Universidad Carlos III de Madrid
Verified email at est-econ.uc3m.es
TitleCited byYear
On the inefficiency of Bitcoin
S Nadarajah, J Chu
Economics Letters 150, 6-9, 2017
1552017
Statistical Analysis of the Exchange Rate of Bitcoin
J Chu, S Nadarajah, S Chan
PloS ONE 10 (7), 2015
732015
GARCH Modelling of Cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 2017
562017
A Statistical Analysis of Cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 2017
422017
A saddlepoint approximation to the distribution of the sum of independent non‐identically beta random variables
S Nadarajah, X Jiang, J Chu
Statistica Neerlandica 69 (2), 102-114, 2015
62015
Stylised facts for high frequency cryptocurrency data
Y Zhang, S Chan, J Chu, S Nadarajah
Physica A: Statistical Mechanics and its Applications 513, 598-612, 2019
52019
A statistical analysis of cryptocurrencies
J Osterrieder, S Chan, J Chu, S Nadarajah
42017
New classes of discrete bivariate distributions with application to football data
X Jiang, J Chu, S Nadarajah
Communications in statistics-theory and methods 46 (16), 8069-8085, 2017
32017
A statistical analysis of UK financial networks
J Chu, S Nadarajah
Physica A: Statistical Mechanics and its Applications, 2016
32016
Is the wealth of the Forbes 400 lists really Pareto distributed?
S Chan, J Chu, S Nadarajah
Economics Letters 152, 9-14, 2017
22017
On moment based density approximations for aggregate losses
S Nadarajah, J Chu, X Jiang
Journal of Computational and Applied Mathematics 298, 152-166, 2016
22016
Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters
S Nadarajah, X Jiang, J Chu
Annals of Operations Research 254, 191-209, 2017
12017
A statistical study of racism in English football
J Chu, S Nadarajah, E Afuecheta, S Chan, Y Xu
Quality & Quantity 48 (5), 2915-2937, 2014
12014
A review of goodness of fit tests for Pareto distributions
J Chu, O Dickin, S Nadarajah
Journal of Computational and Applied Mathematics 361, 13-41, 2019
2019
The generalised hyperbolic distribution and its subclass in the analysis of a new era of cryptocurrencies: Ethereum and its financial risk
Y Zhang, J Chu, S Chan, B Chan
Physica A: Statistical Mechanics and its Applications 526, 120900, 2019
2019
The adaptive market hypothesis in the high frequency cryptocurrency market
J Chu, Y Zhang, S Chan
International Review of Financial Analysis, 2019
2019
An alternative measure of positive correlation
S Nadarajah, J Chu, S Chan
International Journal of Mathematical Education in Science and Technology 50 …, 2019
2019
Statistical Distribution Theory with Applications to Finance
J Chu
PQDT-Global, 2018
2018
Estimating order statistics of network degrees
J Chu, S Nadarajah
Physica A: Statistical Mechanics and its Applications, 2018
2018
On moments of powers of the Hulthén density
S Nadarajah, J Chu
Journal of Mathematical Chemistry 55 (4), 911-913, 2017
2017
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