Jeffrey Chu

Renmin University of China - Center for Applied Statistics

China

  • Renmin University of China - Center for Applied Statistics

SCHOLARLY PAPERS

4

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2

Scholarly Papers (4)

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1.

A Statistical Analysis of Cryptocurrencies

Number of pages: 30 Posted: 08 Apr 2017 Last Revised: 25 Dec 2018
Joerg Osterrieder, Stephen Chan, Jeffrey Chu and Saralees Nadarajah
University of Twente, The University of Manchester - School of Mathematics, Renmin University of China - Center for Applied Statistics and The University of Manchester
Downloads 1,069 (36,014)
Citation 14

Abstract:

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Exchange rate, Distributions, Blockchain, Bitcoin, Cryptocurrencies

2.

GARCH Modeling of Cryptocurrencies

Number of pages: 15 Posted: 03 Oct 2017
Jeffrey Chu, Stephen Chan, Saralees Nadarajah and Joerg Osterrieder
Renmin University of China - Center for Applied Statistics, The University of Manchester - School of Mathematics, The University of Manchester and University of Twente
Downloads 478 (103,512)
Citation 18

Abstract:

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Exchange rate, Maximum likelihood, Value at Risk

3.

A Primer on Anomaly and Fraud Detection in Blockchain Networks

Number of pages: 24 Posted: 06 Jan 2023
Joerg Osterrieder, Stephen Chan, Jeffrey Chu and Yuanyuan Zhang
University of Twente, American University of Sharjah, Renmin University of China - Center for Applied Statistics and University of Manchester
Downloads 143 (344,701)

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Blockchain, Anomaly detection, Fraud detection, Machine learning, Game theory

4.

Interconnections and Contagion Among Cryptocurrencies, Defi, Nft and Traditional Financial Assets: Some New Evidence from Tail Risk Driven Network

Number of pages: 26 Posted: 30 Oct 2023
Qin Li, Xin Liao, Stephen Chan, Jeffrey Chu and Yuanyuan Zhang
University of Shanghai for Science and Technology, University of Shanghai for Science and Technology, American University of Sharjah, Renmin University of China - Center for Applied Statistics and University of Manchester
Downloads 11 (967,391)

Abstract:

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Digital financial assets, Traditional financial assets, Interconnections, Contagion, Tail risk network, delta conditional value-at-risk