Fangfang Wang

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!

Publication	Date of Publication	Type
Moment-Implied Densities: Properties and Applications Journal of Business and Economic Statistics	2025-01-20	Paper
Series Expansions of Fractional Brownian Motions and Strong Local Nondeterminism of Bifractional Brownian Motions on Balls and Spheres Theory of Probability & Its Applications	2023-05-10	Paper
K-combined random fields: Basic properties and stochastic orderings Communications in Statistics: Theory and Methods	2023-02-03	Paper
Static plastic analysis of metallic sandwich beam with functionally graded core European Journal of Mechanics. A. Solids	2021-09-08	Paper
\(\ell_1\)-symmetric vector random fields Stochastic Processes and their Applications	2019-06-28	Paper
Optimal design of Fourier estimator in the presence of microstructure noise Computational Statistics and Data Analysis	2018-11-23	Paper
Modelling non-stationary multivariate time series of counts via common factors Journal of the Royal Statistical Society Series B: Statistical Methodology	2018-10-30	Paper
Large portfolio allocation using high-frequency financial data Statistics and Its Interface	2018-09-18	Paper
Peakedness and convex ordering for elliptically contoured random fields Journal of Statistical Planning and Inference	2018-06-20	Paper
Spectral analysis of quadratic variation in the presence of market microstructure noise Statistics and Its Interface	2018-05-08	Paper
Isotropic random fields with infinitely divisible marginal distributions Stochastic Analysis and Applications	2018-05-03	Paper
An unbiased measure of integrated volatility in the frequency domain Journal of Time Series Analysis	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 STATISTICA SINICA	2015-11-03	Paper
Econometric analysis of volatility component models Econometric Theory	2015-04-24	Paper
HYBRID GARCH Models and Intra-Daily Return Periodicity Journal of Time Series Econometrics	2013-06-14	Paper
Positive periodic solution for a semi-ratio-dependent predator-prey system with diffusion and time delays Nonlinear Analysis. Real World Applications	2008-05-16	Paper

Research outcomes over time

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