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A statistical analysis of global economies using time varying copulas

Afuecheta, Emmanuel; Nadarajah, Saralees; Chan, Stephen - In: Computational economics 58 (2021) 4, pp. 1167-1194

Persistent link: https://www.econbiz.de/10012697904

Nadarajah, Saralees; Afuecheta, Emmanuel - In: Empirical economics : a quarterly journal of the … 62 (2022) 4, pp. 2057-2067

Persistent link: https://www.econbiz.de/10013197264

GARCH modelling of cryptocurrencies

Chu, Jeffrey; Chan, Stephen; Nadarajah, Saralees; … - In: Journal of risk and financial management : JRFM 10 (2017) 4, pp. 1-15

With the exception of Bitcoin, there appears to be little or no literature on GARCH modelling of cryptocurrencies. This paper provides the first GARCH modelling of the seven most popular cryptocurrencies. Twelve GARCH models are fitted to each cryptocurrency, and their fits are assessed in terms...

Persistent link: https://www.econbiz.de/10011854856

An analysis of the return-volume relationship in decentralised finance (DeFi)

Chu, Jeffrey; Chan, Stephen; Zhang, Yuanyuan - In: International review of economics & finance : IREF 85 (2023), pp. 236-254

Persistent link: https://www.econbiz.de/10014424205

Distribution properties and estimation of the ratio of independent Weilbull random variables

Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 94 (2010) 3, pp. 231-246

Persistent link: https://www.econbiz.de/10008669456

The skew logistic distribution

Nadarajah, Saralees - In: Advances in statistical analysis : AStA ; a journal of … 93 (2009) 2, pp. 187-203

Persistent link: https://www.econbiz.de/10003852365

Estimation of models for stock returns

Nadarajah, Saralees; Hitchen, Thomas - In: Computational economics 64 (2024) 6, pp. 3577-3616

Persistent link: https://www.econbiz.de/10015144254

Extreme value models with application to drought data

Nadarajah, Saralees - In: Allgemeines statistisches Archiv : AStA ; journal of … 90 (2006) 3, pp. 403-418

Persistent link: https://www.econbiz.de/10003363487

Information matrix for a mixture of two Laplace distributions

Choi, Dongseok; Nadarajah, Saralees - In: Statistical papers 50 (2009) 1, pp. 1-12

Persistent link: https://www.econbiz.de/10003814827

Models for measured income

Nadarajah, Saralees; Kotz, Samuel - In: Journal of income distribution : an international quarterly 17 (2008) 2, pp. 95-108

Persistent link: https://www.econbiz.de/10003767257