Stephen Chan
Stephen Chan
Assistant Professor, American University of Sharjah, Department of Mathematics and Statistics
Verified email at aus.edu - Homepage
TitleCited byYear
Statistical analysis of the exchange rate of bitcoin
J Chu, S Nadarajah, S Chan
PloS one 10 (7), e0133678, 2015
732015
Estimation methods for expected shortfall
S Nadarajah, B Zhang, S Chan
Quantitative Finance 14 (2), 271-291, 2014
612014
GARCH modelling of cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 17, 2017
562017
A statistical analysis of cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 12, 2017
422017
GARCH modeling of five popular commodities
S Nadarajah, E Afuecheta, S Chan
Empirical Economics 48 (4), 1691-1712, 2015
112015
A note on “Modelling exchange rate returns: Which flexible distribution to use?”
S Nadarajah, E Afuecheta, S Chan
Quantitative Finance 15 (11), 1777-1785, 2015
102015
Estimation methods for value at risk
S Nadarajah, S Chan
Extreme Events in Finance: A Handbook of Extreme Value Theory and its …, 2016
92016
A compendium of copulas
S Nadarajah, E Afuecheta, S Chan
Statistica 77 (4), 279-328, 2018
62018
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
Extreme value analysis of electricity demand in the UK
S Chan, S Nadarajah
Applied Economics Letters 22 (15), 1246-1251, 2015
52015
A statistical analysis of cryptocurrencies
J Osterrieder, S Chan, J Chu, S Nadarajah
42017
A double generalized Pareto distribution
S Nadarajah, E Afuecheta, S Chan
Statistics & Probability Letters 83 (12), 2656-2663, 2013
32013
Tabulations for value at risk and expected shortfall
S Nadarajah, S Chan, E Afuecheta
Communications in Statistics-Theory and Methods 46 (12), 5956-5984, 2017
22017
Is the wealth of the Forbes 400 lists really Pareto distributed?
S Chan, J Chu, S Nadarajah
Economics Letters 152, 9-14, 2017
22017
Extreme value analysis for emerging African markets
S Nadarajah, S Chan, E Afuecheta
Quality & Quantity 48 (3), 1347-1360, 2014
22014
The exact distribution of the sum of stable random variables
S Nadarajah, S Chan
Journal of Computational and Applied Mathematics 349, 187-196, 2019
12019
Some contributions to statistical modeling in finance
S Chan
PQDT-UK & Ireland, 2016
12016
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
On the characteristic function for asymmetric Student t distributions
S Nadarajah, S Chan, E Afuecheta
Economics Letters 121 (2), 271-274, 2013
12013
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
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