Joanna J. J. Wang

According to our database, Joanna J. J. Wang authored at least 4 papers between 2011 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

Stochastic modelling of volatility and inter-relationships in the Australian electricity markets.

Joanna J. J. Wang, Jennifer S. K. Chan

Commun. Stat. Simul. Comput., August, 2023

2013

Contaminated Variance-Mean mixing model.

Thomas Fung, Joanna J. J. Wang, Eugene Seneta

Comput. Stat. Data Anal., 2013

2012

On asymmetric generalised t stochastic volatility models.

Joanna J. J. Wang

Math. Comput. Simul., 2012

2011

Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures.

Joanna J. J. Wang, Jennifer So-Kuen Chan, S. T. Boris Choy

Comput. Stat. Data Anal., 2011