海量图书期刊资源,随时随地畅享阅读乐趣
A double generalized Pareto distributionNadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen · Statistics & Probability Letters · 2013
Estimation methods for expected shortfallNadarajah, Saralees; Zhang, Bo; Chan, Stephen · Quantitative Finance · 2014
GARCH Modelling of CryptocurrenciesChu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; Osterrieder, Joerg · Journal of Risk and Financial Management · 2017
Ordered random variablesNadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen · OPSEARCH · 2019
A Statistical Analysis of CryptocurrenciesOsterrieder, Joerg; Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees · SSRN Electronic Journal · 2017
Extreme Values and Financial RiskChan, Stephen; Nadarajah, Saralees · Journal of Risk and Financial Management · 2020
A Statistical Analysis of CryptocurrenciesChan, Stephen; Chu, Jeffrey; Nadarajah, Saralees; Osterrieder, Joerg · Journal of Risk and Financial Management · 2017
GARCH modeling of five popular commoditiesNadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen · Empirical Economics · 2015
Cointegration: Bayesian Significance TestDiniz, M.; Pereira, C. A. B.; Stern, J. M. · Communications in Statistics - Theory and Methods · 2012
Order statistics from discrete distributionsBalakrishnan, N · Communications in Statistics - Theory and Methods · 1986
Cumulants of random sum distributionsNiki, Naota; Shigekazu, Nakagawa; Inoue, Hiieyukl · Communications in Statistics - Theory and Methods · 1990
Characterizations of the Beta DistributionNadarajah, Saralees; Gupta, Arjun K. · Communications in Statistics - Theory and Methods · 2004
Generalized poisson regression modelConsul, P.C.; Famoye, Felix · Communications in Statistics - Theory and Methods · 1992
Bayesian analysis of threshold autoregressionsBroemeling, Lyle D.; Cook, Peyton · Communications in Statistics - Theory and Methods · 1992
Directional statistics in geosciencesMardia, K.V. · Communications in Statistics - Theory and Methods · 1981
A ridge logistic estimatorSchaefer, R.L.; Roi, L.D.; Wolfe, R.A. · Communications in Statistics - Theory and Methods · 1984