Proceedings

1. Chu, J., Chan S. and Zhang, Y., 2020. High Frequency Momentum Trading with Cryptocurrencies. Research in International Business and Finance, 52, 101176. 2. Chu, J., Zhang, Y., Chan, S. and Nadarajah, S., 2020. Bias reduction in the population size estimation of large data sets. Computational Statistics & Data Analysis, 145, 106914. 3. Chu, J., Zhang, Y. and Chan, S., 2019. The adaptive market hypothesis in the high frequency cryptocurrency market. International Review of Financial Analysis, 64, pp. 221-231. 4. Chu, J., Dickin, O. and Nadarajah, S., 2019. A review of goodness of fit tests for Pareto distributions. Journal of Computational and Applied Mathematics, 361, pp. 13-41. 5. Chu, J. and Nadarajah, S., 2017. A statistical analysis of UK financial networks. Physica A: Statistical Mechanics and its Applications, 471, pp. 445-459. 6. Chu, J., Chan, S., Nadarajah, S. and Osterrieder, J., 2017. GARCH modelling of cryptocurrencies. Journal of Risk and Financial Management, 10. 7. Nadarajah, S., Jiang, X. and Chu, J., 2017. Comparisons of smallest order statistics from Pareto distributions with different scale and shape parameters. Annals of Operations Research, 254, pp. 191-209. 8. Nadarajah, S. and Chu, J., 2017. On the inefficiency of Bitcoin. Economics Letters, 150, pp. 6-9. 9. Nadarajah, S., Chu, J. and Jiang, X., 2016. On moment based density approximations for aggregate losses. Journal of Computational and Applied Mathematics, 298, pp. 152-166. 10. Chu, J., Chan, S. and Nadarajah, S., 2015. Statistical Analysis of the Exchange Rate of Bitcoin. PLoS ONE, 10, e0133678.