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
882015
GARCH modelling of cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 17, 2017
872017
Estimation methods for expected shortfall
S Nadarajah, B Zhang, S Chan
Quantitative Finance 14 (2), 271-291, 2014
612014
A statistical analysis of cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 12, 2017
602017
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
122015
Estimation methods for value at risk
S Nadarajah, S Chan
Extreme Events in Finance, 283-356, 2016
112016
GARCH modeling of five popular commodities
S Nadarajah, E Afuecheta, S Chan
Empirical Economics 48 (4), 1691-1712, 2015
112015
A compendium of copulas
S Nadarajah, E Afuecheta, S Chan
Statistica 77 (4), 279-328, 2018
82018
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
72019
A statistical analysis of cryptocurrencies
J Osterrieder, S Chan, J Chu, S Nadarajah
Available at SSRN 2948315, 2017
62017
Extreme value analysis of electricity demand in the UK
S Chan, S Nadarajah
Applied Economics Letters 22 (15), 1246-1251, 2015
62015
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
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
22014
Extreme value analysis for emerging African markets
S Nadarajah, S Chan, E Afuecheta
Quality & Quantity 48 (3), 1347-1360, 2014
22014
On moments of the unit Lindley distribution
S Nadarajah, S Chan
Journal of Applied Statistics, 1-3, 2019
12019
On the distribution of maximum of multivariate normal random vectors
S Nadarajah, E Afuecheta, S Chan
Communications in Statistics-Theory and Methods 48 (10), 2425-2445, 2019
12019
Extreme value analysis of high‐frequency cryptocurrencies
Y Zhang, S Chan, S Nadarajah
High Frequency 2 (1), 61-69, 2019
12019
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
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