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Jiazhu Pan
University of Strathclyde - Glasgow / United Kingdom
Natural Sciences / Mathematical Sciences
AD Scientific Index ID: 1444411
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Jiazhu Pan's MOST POPULAR ARTICLES
1-)
Modelling multiple time series via common factorsJ Pan, Q YaoBiometrika 95 (2), 365-379, 20081412008
2-)
Numerical simulation of a strongly nonlinear Ait-Sahalia-type interest rate modelL Szpruch, X Mao, DJ Higham, J PanBIT Numerical Mathematics 51, 405-425, 20111022011
3-)
Estimation and tests for power-transformed and threshold GARCH modelsJ Pan, H Wang, H TongJournal of Econometrics 142 (1), 352-378, 20081012008
4-)
Estimation for a nonstationary semi-strong GARCH (1, 1) model with heavy-tailed errorsO Linton, J Pan, H WangEconometric theory 26 (1), 1-28, 2010712010
5-)
Handling complex missing data using random forest approach for an air quality monitoring dataset: a case study of Kuwait environmental data (2012 to 2018)AR Alsaber, J Pan, A Al-HurbanInternational Journal of Environmental Research and Public Health 18 (3), 1333, 2021652021
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