Statistics
Publications
32
Citations
1.6K
H-Index
19
Active since
1983
Stephen Chan is an author at University of Manchester specializing in financial economics, economics, and finance.
Publications per year
1983–2024
32
32
GARCH Modelling of Cryptocurrencies
Jeffrey Chu, Stephen Chan, Saralees Nadarajah et al. · Journal of risk and financial management · 2017 · 344 citations · Full text
A Statistical Analysis of Cryptocurrencies
Stephen Chan, Jeffrey Chu, Saralees Nadarajah et al. · Journal of risk and financial management · 2017 · 194 citations · Full text
Social Sciences, Economics, Finance +14
Statistical Analysis of the Exchange Rate of Bitcoin
Jeffrey Chu, Saralees Nadarajah, Stephen Chan · PLoS ONE · 2015 · 179 citations · Full text
Estimation methods for expected shortfall
Saralees Nadarajah, Bo Zhang, Stephen Chan · Quantitative Finance · 2013 · 111 citations
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