Skip to main content

Research Repository

Advanced Search

All Outputs (3)

A Variance Gamma model for Rugby Union matches (2020)
Journal Article
Fry, J., Smart, O., Serbera, J.-P., & Klar, B. (2021). A Variance Gamma model for Rugby Union matches. Journal of Quantitative Analysis in Sports, 17(1), 67-75. https://doi.org/10.1515/jqas-2019-0088

Amid much recent interest we discuss a Variance Gamma model for Rugby Union matches (applications to other sports are possible). Our model emerges as a special case of the recently introduced Gamma Difference distribution though there is a rich histo... Read More about A Variance Gamma model for Rugby Union matches.

Quantifying the sustainability of Bitcoin and Blockchain (2020)
Journal Article
Fry, J., & Serbera, J. (2020). Quantifying the sustainability of Bitcoin and Blockchain. Journal of Enterprise Information Management, 33(6), 1379-1394. https://doi.org/10.1108/JEIM-06-2018-0134

Purpose
The authors develop new quantitative methods to estimate the level of speculation and long-term sustainability of Bitcoin and Blockchain.

Design/methodology/approach
The authors explore the practical application of speculative bubble mod... Read More about Quantifying the sustainability of Bitcoin and Blockchain.