Items where Author is "Wang, Mingjin"

Number of items: 3.
  • Approximating volatilities by asymmetric power GARCH functions. (2009) Penzer, Jeremy; Wang, Mingjin; Yao, Qiwei
  • Modelling multivariate volatilities via conditionally uncorrelated components. (2008) Fan, Jianqing; Wang, Mingjin; Yao, Qiwei
  • Modelling multivariate volatilities: an ad hoc method. (2005) Wang, Mingjin; Yao, Qiwei