Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. - Joanna J. J. Wang; Jennifer So-Kuen Chan; S. T. Boris Choy (Comput. Stat. Data Anal., 2011)

On asymmetric generalised t stochastic volatility models. - Joanna J. J. Wang (Math. Comput. Simul., 2012)

Contaminated Variance-Mean mixing model. - Thomas Fung; Joanna J. J. Wang; Eugene Seneta (Comput. Stat. Data Anal., 2013)

Stochastic modelling of volatility and inter-relationships in the Australian electricity markets. - Joanna J. J. Wang; Jennifer S. K. Chan (Commun. Stat. Simul. Comput., 2023)

Scalable Subset Selection in Linear Mixed Models. - Ryan Thompson; Matt P. Wand; Joanna J. J. Wang (CoRR, 2025)