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Research Output

  • 1 Conference Paper
  • 1 Article

Intraday forecasts of a volatility index: functional time series methods with dynamic updating

Shang, H. L., Yang, Y. & Kearney, F., Nov 2019, In : Annals of Operations Research. 282, 1-2, p. 331-354 24 p.

Research output: Contribution to journalArticleResearchpeer-review

1 Citation (Scopus)

Grouped multivariate functional time series method: an application to age-specific mortality rate forecasting

Shang, H. L. & Yang, Y., 2017, Functional Statistics and Related Fields. Aneiros, G., Bongiorno, E. G., Cao, R. & Vieu, P. (eds.). 1st ed. Cham Switzerland: Springer, p. 233-241 9 p. (Contributions to Statistics).

Research output: Chapter in Book/Report/Conference proceedingConference PaperOther

Activities

  • 3 Peer review responsibility
  • 2 Contribution to conference

International Workshop on Subnational Life Tables

Yang Yang (Speaker)

15 Oct 201917 Oct 2019

Activity: Participating in or organising an event typesContribution to conference

Journal of the Royal Statistical Society Series A-Statistics in Society (Journal)

Yang Yang (Peer reviewer)

2018 → …

Activity: Publication peer-review and editorial work typesPeer review responsibility

Computational Statistics (Journal)

Yang Yang (Peer reviewer)

2018 → …

Activity: Publication peer-review and editorial work typesPeer review responsibility

Australian & New Zealand Journal of Statistics (Journal)

Yang Yang (Peer reviewer)

2018 → …

Activity: Publication peer-review and editorial work typesPeer review responsibility

23rd Australian Statistical Conference

Yang Yang (Speaker)

5 Dec 20169 Dec 2016

Activity: Participating in or organising an event typesContribution to conference