The following pages link to Joanna J. J. Wang (Q452700):
Displaying 6 items.
- Stochastic volatility models with leverage and heavy-tailed distributions: a Bayesian approach using scale mixtures (Q452702) (← links)
- Contaminated variance-mean mixing model (Q1615117) (← links)
- On asymmetric generalised t stochastic volatility models (Q1761658) (← links)
- Modelling stochastic volatility using generalized<i>t</i>distribution (Q4922633) (← links)
- The Deviance Information Criterion in Comparison of Normal Mixing Models (Q4968608) (← links)
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures (Q6574659) (← links)
