A new look at cryptocurrencies A Phillip, JSK Chan, S Peiris Economics letters 163, 6-9, 2018 | 397 | 2018 |
Maximum likelihood estimation for probit-linear mixed models with correlated random effects JSK Chan, AYC Kuk Biometrics, 86-97, 1997 | 111 | 1997 |
Methadone maintenance and drug-related crime J Bell, R Mattick, A Hay, J Chan, W Hall Journal of substance abuse 9, 15-25, 1997 | 104 | 1997 |
On long memory effects in the volatility measure of cryptocurrencies A Phillip, J Chan, S Peiris Finance Research Letters 28, 95-100, 2019 | 87 | 2019 |
Scale mixtures distributions in statistical modelling ST Boris Choy, JSK Chan Australian & New Zealand Journal of Statistics 50 (2), 135-146, 2008 | 86 | 2008 |
Analysis of data from a series of events by a geometric process model Y Lam, L Zhu, JSK Chan, Q Liu Acta Mathematicae Applicatae Sinica, English Series 20, 263-282, 2004 | 79 | 2004 |
Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19 N James, M Menzies, J Chan Physica A: Statistical Mechanics and its Applications 565, 125581, 2021 | 71 | 2021 |
A comparison of estimators for regression models with change points CWS Chen, JSK Chan, R Gerlach, WYL Hsieh Statistics and Computing 21, 395-414, 2011 | 68 | 2011 |
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures JJJ Wang, JSK Chan, STB Choy Computational Statistics & Data Analysis 55 (1), 852-862, 2011 | 66 | 2011 |
Investigating the influence of treatment philosophy on outcome of methadone maintenance J Bell, J Chan, A Kuk Addiction 90 (6), 823-830, 1995 | 63 | 1995 |
On the speculative nature of cryptocurrencies: A study on Garman and Klass volatility measure SK Tan, JSK Chan, KH Ng Finance Research Letters 32, 101075, 2020 | 55 | 2020 |
Statistical inference for geometric processes with gamma distributions JSK Chan, Y Lam, DYP Leung Computational statistics & data analysis 47 (3), 565-581, 2004 | 51 | 2004 |
Modelling SARS data using threshold geometric process JSK Chan, PLH Yu, Y Lam, APK Ho Statistics in medicine 25 (11), 1826-1839, 2006 | 48 | 2006 |
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 PLH Yu, KH Chung, CK Lin, JSK Chan, CK Lee Vox sanguinis 93 (1), 57-63, 2007 | 39 | 2007 |
Bayesian analysis of loss reserving using dynamic models with generalized beta distribution AXD Dong, JSK Chan Insurance: Mathematics and Economics 53 (2), 355-365, 2013 | 31 | 2013 |
Modelling stochastic volatility using generalized t distribution JJJ Wang, STB Choy, JSK Chan Journal of Statistical Computation and Simulation 83 (2), 340-354, 2013 | 31 | 2013 |
A Bayesian conditional autoregressive geometric process model for range data JSK Chan, CPY Lam, PLH Yu, STB Choy, CWS Chen Computational Statistics & Data Analysis 56 (11), 3006-3019, 2012 | 31 | 2012 |
An evaluation of private methadone clinics J Bell, J Ward, R Mattick, A Hay, J Chan, WD Hall Australian Government Publishing Service for the Dept. of Human Services and …, 1995 | 27 | 1995 |
Novel semi-metrics for multivariate change point analysis and anomaly detection N James, M Menzies, L Azizi, J Chan Physica D: Nonlinear Phenomena 412, 132636, 2020 | 26 | 2020 |
Robust Bayesian analysis of loss reserves data using the generalized-t distribution JSK Chan, STB Choy, UE Makov ASTIN Bulletin: The Journal of the IAA 38 (1), 207-230, 2008 | 26 | 2008 |