Browsing by Author Wang, Joanna

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Showing results 1 to 5 of 5
Issue DateTitleAuthor(s)Citation
2015Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixturesChoy, Sai Tsang Boris; Gerlach, Richard; Wang, Joanna; Wichitaksorn, Nuttanan; Business Analytics; Business AnalyticsAnalyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures, Applied Stochastic Models in Business and Industry, vol.31, 5, 2015,pp 584-608
2014The Deviance Information Criterion in Comparison of Normal Mixing ModelsFung, Ho (Thomas); Seneta, Eugene; Wang, Joanna; Mathematics & Statistics; Mathematics & Statistics; Mathematics & StatisticsThe Deviance Information Criterion in Comparison of Normal Mixing Models, International Statistical Review, vol.82, 3, 2014,pp 411-421
2013Modelling Stochastic Volatility using Generalized t distributionChan, Jennifer; Choy, Boris; Wang, Joanna; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsModelling Stochastic Volatility using Generalized t distribution, Journal of Statistical Computation and Simulation, vol.83, 2, 2013,pp 340-354
2012On asymmetric generalised t stochastic volatility modelsWang, Joanna; Mathematics & StatisticsOn asymmetric generalised t stochastic volatility models, Mathematics and Computers in Simulation, vol.82, 11, 2012,pp 2079-2095
2011Stochastic Volatility Models with Leverage and Heavy-Tailed Distributions: A Bayesian Approach Using Scale MixturesChan, Jennifer; Choy, Boris; Wang, Joanna; Mathematics & Statistics; Operations Management and Econometrics; Mathematics & StatisticsStochastic Volatility Models with Leverage and Heavy-Tailed Distributions: A Bayesian Approach Using Scale Mixtures, Computational Statistics & Data Analysis, vol.55, 1, 2011,pp 852-862