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Jeffrey Chu
Jeffrey Chu
Assistant Professor, School of Statistics, Renmin University of China
Dirección de correo verificada de ruc.edu.cn
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On the inefficiency of Bitcoin
S Nadarajah, J Chu
Economics Letters 150, 6-9, 2017
7262017
GARCH Modelling of Cryptocurrencies
J Chu, S Chan, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (4), 2017
4502017
A Statistical Analysis of Cryptocurrencies
S Chan, J Chu, S Nadarajah, J Osterrieder
Journal of Risk and Financial Management 10 (2), 2017
2712017
Statistical Analysis of the Exchange Rate of Bitcoin
J Chu, S Nadarajah, S Chan
PloS ONE 10 (7), 2015
2222015
The adaptive market hypothesis in the high frequency cryptocurrency market
J Chu, Y Zhang, S Chan
International Review of Financial Analysis, 2019
1172019
A statistical analysis of the novel coronavirus (COVID-19) in Italy and Spain
J Chu
PloS one 16 (3), e0249037, 2021
1022021
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
622019
High frequency momentum trading with cryptocurrencies
J Chu, S Chan, Y Zhang
Research in international business and finance 52, 101176, 2020
422020
On the market efficiency and liquidity of high-frequency cryptocurrencies in a bull and bear market
Y Zhang, S Chan, J Chu, H Sulieman
Journal of Risk and Financial Management 13 (1), 8, 2020
382020
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
S Chan, J Chu, Y Zhang, S Nadarajah
Research in International Business and Finance 59, 101541, 2022
342022
Count regression models for COVID-19
S Chan, J Chu, Y Zhang, S Nadarajah
Physica A: Statistical Mechanics and its Applications 563, 125460, 2021
322021
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
322019
Blockchain and cryptocurrencies
S Chan, J Chu, Y Zhang, S Nadarajah
Journal of Risk and Financial Management 13 (10), 227, 2020
262020
Bitcoin versus high-performance technology stocks in diversifying against global stock market indices
J Chu, S Chan, Y Zhang
Physica A: Statistical Mechanics and its Applications 580, 126161, 2021
182021
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
172019
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
122017
A statistical study of racism in English football
J Chu, S Nadarajah, E Afuecheta, S Chan, Y Xu
Quality & Quantity 48, 2915-2937, 2014
122014
Is the wealth of the Forbes 400 lists really Pareto distributed?
S Chan, J Chu, S Nadarajah
Economics letters 152, 9-14, 2017
112017
A statistical analysis of UK financial networks
J Chu, S Nadarajah
Physica A: Statistical Mechanics and its Applications, 2016
112016
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
102015
El sistema no puede realizar la operación en estos momentos. Inténtalo de nuevo más tarde.
Artículos 1–20