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Issue Date
Title
Author(s)
2007-01-01
Bayesian analysis of constant elasticity of variance models
Chan, JSK
;
Choy, STB
;
Lee, ABW
2011-01-01
Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures
Wang, JJJ
;
Chan, JSK
;
Choy, STB
2013-02-01
Modelling stochastic volatility using generalized t distribution
Wang, JJJ
;
Choy, STB
;
Chan, JSK
2023
Stochastic modelling of volatility and inter-relationships in the Australian electricity markets
Wang, JJJ
;
Chan, JSK
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Statistics & Probability
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01 Mathematical Sciences, 08 Info...
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46 Information and computing scie...
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49 Mathematical sciences
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2020 - 2023
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