Jeffrey Chu

2.2k citations
34 papers · 1.6k · 2 hit papers · h-index 16

Impact in

  • Finance top 1%
    • Financial Markets and Investment Strategies
    • Financial Risk and Volatility Modeling
    • Market Dynamics and Volatility
    • Complex Systems and Time Series Analysis

Papers in

    • Complex Systems and Time Series Analysis 18
    • Market Dynamics and Volatility 12
    • Financial Risk and Volatility Modeling 7
    • Financial Markets and Investment Strategies 6

Jeffrey Chu

32 papers receiving 1.6k citations

Jeffrey Chu's Hit Papers

GARCH Modelling of Cryptocurrencies 2017 · 266 citations
2660+3+6Years since publication100200300400500

Peers

Jeffrey Chu
Comparison fields: 5 of 97
  • Finance 666
  • Economics and Econometrics 1.3k
  • Information Systems 972
  • Management Science and Operations Research 206
  • Modeling and Simulation 63
Replace Stephen Chan with:
Stephen Chan United Kingdom
Taisei Kaizoji Japan
Alessandro Spelta Italy
Johan Waldén United States
Sujit Kapadia United Kingdom
Hsin‐Min Lu Taiwan
Paolo Pagnottoni Italy
Ahmed BenSaïda Tunisia
Prasanna Gai United Kingdom
Nikola Gradojević Canada
Jeffrey Chu relative to Stephen Chan United Kingdom Stephen Chan's profile →
Citations per field
00.5×1.5×2.4×
Stephen Chan · 1×
Citations per year

Countries citing papers authored by Jeffrey Chu

Since Specialization
Citations

This map shows the geographic impact of Jeffrey Chu's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Jeffrey Chu with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Jeffrey Chu more than expected).

Fields of papers citing papers by Jeffrey Chu

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Jeffrey Chu. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Jeffrey Chu. The network helps show where Jeffrey Chu may publish in the future.

Co-authors

The 12 scholars most cited alongside Jeffrey Chu, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.

Border = papers with Jeffrey Chu Line = papers co-authored together Jeffrey Chu links everyone, so they are left out of the graph.

All Works

20 of 20 papers shown

Showing the 20 most-cited of 34 papers — load more, or switch the sort, to bring in the rest.

#Work
1
On the inefficiency of Bitcoin
Hit paper breakdown →
2016508
2
GARCH Modelling of Cryptocurrencies
Hit paper breakdown →
2017266
3 2017147
4 2015138
5 2019102
6 202157
7 201857
8 201938
9 202137
10 202031
11 201726
12 202025
13 201924
14 202123
15 202020
16 202318
17 202414
18 202214
19 201712
20 201912

About Jeffrey Chu

Jeffrey Chu is a scholar working on Economics and Econometrics, Finance, Information Systems, Statistics and Probability and Artificial Intelligence, having authored 34 papers that have together received 1.6k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (18 papers), Market Dynamics and Volatility (12 papers), Blockchain Technology Applications and Security (8 papers), Financial Risk and Volatility Modeling (7 papers), Financial Markets and Investment Strategies (6 papers), Statistical Distribution Estimation and Applications (4 papers), Probabilistic and Robust Engineering Design (3 papers) and Complex Network Analysis Techniques (3 papers). The work is most often cited by research in Finance (666 citations), Economics and Econometrics (1.3k citations), Information Systems (972 citations), Management Science and Operations Research (206 citations) and Modeling and Simulation (63 citations). Jeffrey Chu has collaborated with scholars based in United Kingdom, United Arab Emirates and China. Frequent co-authors include Saralees Nadarajah, Stephen Chan, Yuanyuan Zhang, Joerg Osterrieder, Hana Sulieman, Xiao Jiang, Q. Li, Brandon Chan, Huwei Wen and Nicholas Lord. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, Economics Letters, PLoS ONE, Research in International Business and Finance and Journal of Computational and Applied Mathematics.

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

Explore authors with similar magnitude of impact