Publication Search Results
Exact matches for:
- Author = Wang JJJ
1.
Wang JJJ, Chan JSK
Joanna J J Wang and Jennifer S K Chan:
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets,
Communications in Statistics - Simulation and Computation,
52
(2023),
no. 8,
3877–3896.
2.
Fung T, Wang JJJ, Seneta E
Thomas Fung, Joanna J J Wang and Eugene Seneta:
The Deviance Information Criterion in Comparison of Normal Mixing Models,
International Statistical Review,
82
(2014),
no. 3,
411–421.
3.
Fung T, Wang JJJ, Seneta E
Thomas Fung, Joanna J J Wang, Eugene Seneta:
Contaminated Variance--Mean mixing model,
Computational Statistics and Data Analysis,
67
(2013),
258–267.
4.
Wang JJJ, Choy STB, Chan JSK
Joanna J J Wang, S T Boris Choy & Jennifer S K Chan:
Modelling stochastic volatility using generalized t distribution,
Journal of Statistical Computation and Simulation,
83
(2013),
no. 2,
340–354.
5.
Wang JJJ
Joanna J J Wang:
On asymmetric generalised \(t\) stochastic volatility models,
Mathematics and Computers in Simulation,
82
(2012),
no. 11,
2079–2095.
MR2971660
6.
Wang JJJ, Choy STB, Chan JSK
Joanna J JWang, S T Boris Choy and Jennifer S K Chan:
Modelling stochastic volatility using generalized t distribution,
Journal of Statistical Computation and Simulation,
iFirst
(2011),
no. 2011,
1–15.
7.
Wang JJJ, Chan JSK, Choy STB
Wang, J.J.J., Chan, J.S.K. and Choy, S.T.B.:
Stochastic Volatility Models with Leverage and Heavy-tailed Distributions: A Bayesian Approach using Scale Mixtures,
Computational Statistics and Data Analysis,
55
(2011),
852–862.
| Number of matches: 7 |