Stephen Chan

University of Manchester - School of Mathematics

United Kingdom

SCHOLARLY PAPERS

2

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13

CROSSREF CITATIONS

2

Scholarly Papers (2)

1.

A Statistical Analysis of Cryptocurrencies

Number of pages: 30 Posted: 08 Apr 2017 Last Revised: 25 Dec 2018
Zurich University of Applied Sciences, University of Manchester - School of Mathematics, University of Manchester - School of Mathematics and University of Manchester
Downloads 873 (27,436)
Citation 7

Abstract:

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Exchange rate, Distributions, Blockchain, Bitcoin, Cryptocurrencies

2.

GARCH Modeling of Cryptocurrencies

Number of pages: 15 Posted: 03 Oct 2017
University of Manchester - School of Mathematics, University of Manchester - School of Mathematics, University of Manchester and Zurich University of Applied Sciences
Downloads 188 (166,804)
Citation 11

Abstract:

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Exchange rate, Maximum likelihood, Value at Risk