Saralees Nadarajah

University of Manchester

Oxford Road

Manchester, M13 9PL

United Kingdom

SCHOLARLY PAPERS

3

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CROSSREF CITATIONS

2

Scholarly Papers (3)

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
Zurich University of Applied Sciences, University of Manchester - School of Mathematics, University of Manchester - School of Mathematics and University of Manchester
Downloads 873 (27,428)
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
Jeffrey Chu, Stephen Chan, Saralees Nadarajah and Joerg Osterrieder
University of Manchester - School of Mathematics, University of Manchester - School of Mathematics, University of Manchester and Zurich University of Applied Sciences
Downloads 188 (166,764)
Citation 11

Abstract:

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Exchange rate, Maximum likelihood, Value at Risk

3.

Flexible Models for Stock Returns Based on Student's T Distribution

The Manchester School, Vol. 87, Issue 3, pp. 403-427, 2019
Number of pages: 25 Posted: 11 Apr 2019
Emmanuel Afuecheta, Stephen Chan and Saralees Nadarajah
University of Manchester, American University of Sharjah and University of Manchester
Downloads 1 (674,275)
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