| GARCH modelling of cryptocurrencies J Chu, S Chan, S Nadarajah, J Osterrieder Journal of Risk and Financial Management 10 (4), 17, 2017 | 567 | 2017 |
| A statistical analysis of cryptocurrencies S Chan, J Chu, S Nadarajah, J Osterrieder Journal of Risk and Financial Management 10 (2), 12, 2017 | 319 | 2017 |
| Statistical analysis of the exchange rate of bitcoin J Chu, S Nadarajah, S Chan PloS one 10 (7), e0133678, 2015 | 241 | 2015 |
| The adaptive market hypothesis in the high frequency cryptocurrency market J Chu, Y Zhang, S Chan International Review of Financial Analysis 64, 221-231, 2019 | 188 | 2019 |
| Estimation methods for expected shortfall S Nadarajah, B Zhang, S Chan Quantitative Finance 14 (2), 271-291, 2014 | 160 | 2014 |
| A compendium of copulas S Nadarajah, E Afuecheta, S Chan Statistica 77 (4), 279-328, 2017 | 79 | 2017 |
| 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 | 77 | 2019 |
| 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 | 64 | 2020 |
| 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 | 61 | 2022 |
| High frequency momentum trading with cryptocurrencies J Chu, S Chan, Y Zhang Research in international business and finance 52, 101176, 2020 | 56 | 2020 |
| Count regression models for COVID-19 S Chan, J Chu, Y Zhang, S Nadarajah Physica A: Statistical Mechanics and its Applications 563, 125460, 2021 | 48 | 2021 |
| Blockchain and cryptocurrencies S Chan, J Chu, Y Zhang, S Nadarajah Journal of Risk and Financial Management 13 (10), 227, 2020 | 41 | 2020 |
| 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 | 37 | 2021 |
| An analysis of the return–volume relationship in decentralised finance (DeFi) J Chu, S Chan, Y Zhang International Review of Economics & Finance 85, 236-254, 2023 | 32 | 2023 |
| Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network X Liao, Q Li, S Chan, J Chu, Y Zhang Physica A: Statistical Mechanics and its Applications 647, 129892, 2024 | 31 | 2024 |
| The adaptive market hypothesis of Decentralized finance (DeFi) Y Zhang, S Chan, J Chu, S Shih Applied Economics 55 (42), 4975-4989, 2023 | 28 | 2023 |
| GARCH modeling of five popular commodities S Nadarajah, E Afuecheta, S Chan Empirical Economics 48 (4), 1691-1712, 2015 | 26 | 2015 |
| Estimation methods for value at risk S Nadarajah, S Chan Extreme Events in Finance: A Handbook of Extreme Value Theory and its …, 2016 | 22 | 2016 |
| Enhancing security in blockchain networks: Anomalies, frauds, and advanced detection techniques J Osterrieder, S Chan, J Chu, Y Zhang, BH Misheva, C Mare arXiv preprint arXiv:2402.11231, 2024 | 20 | 2024 |
| 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 | 19 | 2019 |
Saralees NadarajahDepartment of Mathematics, University of ManchesterVerified email at manchester.ac.uk
