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On the characteristic function for asymmetric Student distributions
Nadarajah, Saralees; Chan, Stephen; Afuecheta, Emmanuel - In: Economics letters 121 (2013) 2, pp. 271-274
Persistent link: https://www.econbiz.de/10010347125
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Ordered random variables
Nadarajah, Saralees; Afuecheta, Emmanuel; Chan, Stephen - In: Opsearch : journal of the Operational Research Society … 56 (2019) 1, pp. 344-366
Persistent link: https://www.econbiz.de/10012008493
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Forecasting Value at Risk and expected shortfall of foreign exchange rate volatility of major African currencies via GARCH and dynamic conditional correlation analysis
Afuecheta, Emmanuel; Okorie, Idika E.; Nadarajah, Saralees - In: Computational economics 63 (2024) 1, pp. 271-304
Persistent link: https://www.econbiz.de/10014472109
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Extreme value analysis of electricity demand in the UK
Chan, Stephen; Nadarajah, Saralees - In: Applied economics letters 22 (2015) 13/15, pp. 1246-1251
Persistent link: https://www.econbiz.de/10011312714
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Is the wealth of the Forbes 400 lists really Pareto distributed?
Chan, Stephen; Chu, Jeffrey; Nadarajah, Saralees - In: Economics letters 152 (2017), pp. 9-14
Persistent link: https://www.econbiz.de/10011800764
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Risk : an R package for financial risk measures
Chan, Stephen; Nadarajah, Saralees - In: Computational economics 53 (2019) 4, pp. 1337-1351
Persistent link: https://www.econbiz.de/10012135135
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Extreme values and financial risk
Chan, Stephen; Nadarajah, Saralees - In: Journal of risk and financial management : JRFM 13 (2020) 2/32, pp. 1-3
Persistent link: https://www.econbiz.de/10012173829
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Economic models based on Pareto and Gamma random variables
Nadarajah, Saralees - In: Spanish economic review : SER 9 (2007) 4, pp. 309-317
Persistent link: https://www.econbiz.de/10003592538
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On the product of generalized Pareto random variables
Nadarajah, Saralees - In: Applied economics letters 15 (2008) 4/6, pp. 253-259
Persistent link: https://www.econbiz.de/10003727228
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The product t density distribution arising from the product of two Student's t PDFs
Nadarajah, Saralees - In: Statistical papers 50 (2009) 3, pp. 605-615
Persistent link: https://www.econbiz.de/10003844056