Cookies?
Library Header Image
LSE Research Online LSE Library Services

Items where Author is "Wang, Mingjin"

Up a level
Export as [feed] Atom [feed] RSS 1.0 [feed] RSS 2.0
Group by: Item Type | No Grouping
Number of items: 3.

Article

Penzer, Jeremy, Wang, Mingjin and Yao, Qiwei (2009) Approximating volatilities by asymmetric power GARCH functions. Australian and New Zealand Journal of Statistics, 51 (2). pp. 201-225. ISSN 1369-1473

Fan, Jianqing, Wang, Mingjin and Yao, Qiwei (2008) Modelling multivariate volatilities via conditionally uncorrelated components. Journal of the Royal Statistical Society. Series B: Statistical Methodology, 70 (4). pp. 679-702. ISSN 1369-7412

Book Section

Wang, Mingjin and Yao, Qiwei (2005) Modelling multivariate volatilities: an ad hoc method. In: Fan, Jianqing and Li, Gang, (eds.) Contemporary Multivariate Analysis and Experimental Designs: in Celebration of Professor Kai-Tai Fang's 65th Birthday. Series In Biostatistics. World Scientific, Singapore, pp. 87-97. ISBN 9789812561206

This list was generated on Sun Oct 13 05:45:21 2019 BST.