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Jennifer Chan · Study

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Jennifer Chan

10 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0002-3167-6586

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Citations756

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Most cited in this library

A new look at Cryptocurrencies2017 · 344 citations
On long memory effects in the volatility measure of Cryptocurrencies2018 · 80 citations
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-192020 · 74 citations
A comparison of estimators for regression models with change points2010 · 65 citations
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure2018 · 53 citations

Works

10 shown

Mortality models incorporating long memory for life table estimation: a comprehensive analysis

Annals of Actuarial Science·2021·3 authors

22citations

Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19

Physica A Statistical Mechanics and its Applications·2020·3 authors·Open access

74citations

MULTIVARIATE LONG-MEMORY COHORT MORTALITY MODELS

Astin Bulletin·2019·3 authors·Open access

16citations

On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure

Finance research letters·2018·3 authors

53citations

Quantile range-based volatility measure for modelling and forecasting volatility using high frequency data

The North American Journal of Economics and Finance·2018·4 authors

28citations

On long memory effects in the volatility measure of Cryptocurrencies

Finance research letters·2018·3 authors

80citations

A new look at Cryptocurrencies

Economics Letters·2017·3 authors

344citations

Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures

Computational Statistics & Data Analysis·2010·3 authors

48citations

A comparison of estimators for regression models with change points

Statistics and Computing·2010·4 authors·Open access

65citations

Predicting potential drop‐out and future commitment for first‐time donors based on first 1·5‐year donation patterns: the case in Hong Kong Chinese donors

Vox Sanguinis·2007·5 authors·Open access

26citations