Stephen Chan
Impact in
- Finance top 1%
- Financial Risk and Volatility Modeling
- Financial Markets and Investment Strategies
- Stochastic processes and financial applications
- Economics and Econometrics top 1%
- Market Dynamics and Volatility
- Complex Systems and Time Series Analysis
Papers in
- Finance 24
- Financial Risk and Volatility Modeling 19
- Financial Markets and Investment Strategies 6
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- Complex Systems and Time Series Analysis 19
- Market Dynamics and Volatility 14
- Co-authors
- Jeffrey Chu (23 shared papers)Saralees Nadarajah (33 shared papers)Yuanyuan Zhang (18 shared papers)Joerg R. Osterrieder (3 shared papers)Hana Sulieman (1 shared paper)N. Pilpel (1 shared paper)Sarah M. Ryan (1 shared paper)Paul Savory (1 shared paper)
- Journals
- Physica A Statistical Mechanics and its Applications (7 papers)Quality & Quantity (3 papers)Computational Economics (2 papers)Economics Letters (2 papers)Quantitative Finance (2 papers)
- Partner nations
- United KingdomUnited Arab EmiratesChina
In The Last Decade
Stephen Chan
53 papers receiving 1.2k citations
Stephen Chan's Hit Papers
Peers
Comparison fields: 5 of 110
- Finance 515
- Economics and Econometrics 819
- Information Systems 534
- Management Science and Operations Research 190
- Statistics and Probability 65
Countries citing papers authored by Stephen Chan
This map shows the geographic impact of Stephen Chan'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 Stephen Chan with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Stephen Chan more than expected).
Fields of papers citing papers by Stephen Chan
This network shows the impact of papers produced by Stephen Chan. 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 Stephen Chan. The network helps show where Stephen Chan may publish in the future.
Co-authors
The 24 scholars most cited alongside Stephen Chan, linked wherever they have co-authored with each other. Click a name or a connecting line to browse the papers they share.
All Works
Showing the 20 most-cited of 57 papers — load more, or switch the sort, to bring in the rest.
| # | Work | ||
|---|---|---|---|
| 1 | GARCH Modelling of Cryptocurrencies Hit paper breakdown → | 2017 | 260 |
| 2 | 2017 | 142 | |
| 3 | 2015 | 135 | |
| 4 | 2019 | 106 | |
| 5 | 2013 | 68 | |
| 6 | 2018 | 55 | |
| 7 | 2021 | 37 | |
| 8 | 2019 | 35 | |
| 9 | 2020 | 32 | |
| 10 | 2020 | 25 | |
| 11 | 2021 | 22 | |
| 12 | 2020 | 21 | |
| 13 | 2002 | 17 | |
| 14 | 2017 | 17 | |
| 15 | 2022 | 16 | |
| 16 | 2024 | 16 | |
| 17 | 2023 | 16 | |
| 18 | 1983 | 14 | |
| 19 | 2019 | 13 | |
| 20 | 2014 | 12 |
About Stephen Chan
Stephen Chan is a scholar working on Finance, Economics and Econometrics, Statistics and Probability, Management Science and Operations Research and Information Systems, having authored 57 papers that have together received 1.2k indexed citations. Recurring topics across this work include Complex Systems and Time Series Analysis (19 papers), Financial Risk and Volatility Modeling (19 papers), Market Dynamics and Volatility (14 papers), Statistical Distribution Estimation and Applications (9 papers), Blockchain Technology Applications and Security (7 papers), Financial Markets and Investment Strategies (6 papers), Probability and Risk Models (5 papers) and Hydrology and Drought Analysis (4 papers). The work is most often cited by research in Finance (515 citations), Economics and Econometrics (819 citations), Information Systems (534 citations), Management Science and Operations Research (190 citations) and Statistics and Probability (65 citations). Stephen Chan has collaborated with scholars based in United Kingdom, United Arab Emirates and China. Frequent co-authors include Jeffrey Chu, Saralees Nadarajah, Yuanyuan Zhang, Joerg R. Osterrieder, Hana Sulieman, N. Pilpel, Sarah M. Ryan, Paul Savory, Qin Li and Steven R. Dunbar. Their work appears in journals such as Physica A Statistical Mechanics and its Applications, Quality & Quantity, Computational Economics, Economics Letters and Quantitative Finance.
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.