Joanna J. J. Wang

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
Applied Stochastic Models in Business and Industry
2024-07-18Paper
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
Communications in Statistics. Simulation and Computation
2023-09-18Paper
The deviance information criterion in comparison of normal mixing models
International Statistical Review
2019-07-16Paper
Contaminated variance-mean mixing model
Computational Statistics and Data Analysis
2018-11-02Paper
Modelling stochastic volatility using generalized \(t\) distribution
Journal of Statistical Computation and Simulation
2013-06-03Paper
On asymmetric generalised t stochastic volatility models
Mathematics and Computers in Simulation
2012-11-15Paper
Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures
Computational Statistics and Data Analysis
2012-09-15Paper


Research outcomes over time


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