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Penzer, Jeremy, Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(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 ORCID: 0000-0003-2065-8486
(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
Wang, Mingjin and Yao, Qiwei ORCID: 0000-0003-2065-8486
(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 (Firm), Singapore, pp. 87-97.
ISBN 9789812561206