Fangfang Wang

Available identifiers

zbMath Open wang.fangfangMaRDI QIDQ924577

List of research outcomes

Publication	Date of Publication	Type
Moment-Implied Densities: Properties and Applications	2025-01-20	Paper
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres	2023-05-10	Paper
K-combined random fields: Basic properties and stochastic orderings	2023-02-03	Paper
Static plastic analysis of metallic sandwich beam with functionally graded core	2021-09-08	Paper
\(\ell_1\)-symmetric vector random fields	2019-06-28	Paper
Optimal design of Fourier estimator in the presence of microstructure noise	2018-11-23	Paper
Modelling non-stationary multivariate time series of counts via common factors	2018-10-30	Paper
Large portfolio allocation using high-frequency financial data	2018-09-18	Paper
Peakedness and convex ordering for elliptically contoured random fields	2018-06-20	Paper
Spectral analysis of quadratic variation in the presence of market microstructure noise	2018-05-08	Paper
Isotropic random fields with infinitely divisible marginal distributions	2018-05-03	Paper
An unbiased measure of integrated volatility in the frequency domain	2016-02-29	Paper
Numerical solution for fractional wave equation	2016-01-15	Paper
HYBRID-GARCH: A Generic Class of Models for Volatility Predictions using High Frequency Data	2015-11-03	Paper
Econometric analysis of volatility component models	2015-04-24	Paper
HYBRID GARCH Models and Intra-Daily Return Periodicity	2013-06-14	Paper
Positive periodic solution for a semi-ratio-dependent predator-prey system with diffusion and time delays	2008-05-16	Paper

Research outcomes over time

This page was built for person: Fangfang Wang