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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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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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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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An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen; Chu, Jeffrey; Zhang, Yuanyuan; … - In: Research in international business and finance 59 (2022), pp. 1-13
Persistent link: https://www.econbiz.de/10013402146