Joanna J. J. Wang

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 1

Top Topics

Hierarchical Structure

Electricity Markets

Top Venues

Comput. Stat. Data Anal.

Commun. Stat. Simul. Comput.

Publications

Joanna J. J. Wang, Jennifer S. K. Chan
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets. Commun. Stat. Simul. Comput. 52 (8) (2023)
Thomas Fung, Joanna J. J. Wang, Eugene Seneta
Contaminated Variance-Mean mixing model. Comput. Stat. Data Anal. 67 (2013)
Joanna J. J. Wang
On asymmetric generalised t stochastic volatility models. Math. Comput. Simul. 82 (11) (2012)
Joanna J. J. Wang, Jennifer So-Kuen Chan, S. T. Boris Choy
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Comput. Stat. Data Anal. 55 (1) (2011)