Men, Z., T. S. Wirjanto and A. Kolkiewicz. 2021. Multiscale Stochastic Volatility Model with Heavy Tails and Leverage Effects. Journal of Risk and Financial Management. (full text)
Men, Z., T. S. Wirjanto and A. Kolkiewicz. 2019. Threshold Stochastic Conditional Duration Model for Financial Transaction Data. Journal of Risk and Financial Management. (full text).
Men, Z. and T. S. Wirjanto. 2017. A New Variant of Estimation Approach to Asymmetric Stochastic Volatility Models. Quantitative Finance and Economics. 2018, 2(2): 325-347 (full text)
Men, Z., A. Kolkiewicz, and T. S. Wirjanto. 2016. Threshold Model for Financial Duration Data. (under revision).
Men, Z., A. Kolkiewicz, and T. S. Wirjanto. 2016. A Multiscale Stochastic Conditional Duration Model. Annals of Financial Economics. Vol. 11, No. 04 (full text).
Men, Z., D. McLeish, A. Kolkiewicz and T. S. Wirjanto. 2017. Comparison of Asymmetric Stochastic Volatility Models under Different Correlation Structures. Journal of Applied Statistics. Volume 44, Issue 8: pp 1350-1368. (full text).
Wirjanto, T. S., A. Kolkiewicz, Z. Men. 2016. Bayesian Analysis of a Threshold Stochastic Volatility Model. Journal of Forecasting. Volume 35, Issue 5. pp 462–476. (full text).
Men, Z., E. Yee, F. S. Lien, D. Wen, and Y. Chen. 2015. Short-Term Wind Speed and Power Forecasting via Ensemble Neural Network with Conditional Mixtures. Renewable Energy. Volume 87, Part 1, March 2016, pp 203-211 (full text).
Men, Z., A. Kolkiewicz, and T. S. Wirjanto. 2015. Bayesian Inference of Asymmetric Stochastic Conditional Duration Models. Journal of Statistical Computation and Simulation. Volume 86, 2016 -Issue 7. (full text).
McLeish, D. L. and Z. Men. 2015. Extreme Value Importance Sampling for Rare Event Risk Measurement. K. Glau et al. (eds.), Innovations in Quantitative Risk Management. Springer Proceedings in Mathematics & Statistics. Volume 99, 2015, pp 317-335. (full text).
Men, Z., A. Kolkiewicz, and T. S. Wirjanto. 2015. Bayesian Analysis of Asymmetric Stochastic Conditional Duration Model. Journal of Forecasting. Volume 34, pp 36-56. (full text).
Men, Z., T. S. Wirjanto and A. Kolkiewicz. 2014. Sampling-based Inference of Time Deformation Models with Heavy Tail Distributions. Communications in Statistics – Simulation and Computation. (full text).
Men, Z., E. Yee, F. S. Lien, H. Ji, and Y. Liu. 2014. Bootstrapped Multi-Model Neural-Network Super-Ensembles For Wind Speed And Power Forecasting. Energy and Power Engineering, 6, 340-348. doi: 10.4236/epe.2014.611029. (full text).
Men, Z., D. L. McLeish and A. Kolkiewicz. 2013. Factor Stochastic Volatility with Orthonormal Loadings. (Under revision).
Chen, R., W. Huang, Z. Men, and G. Tang. 2012. Open-shop Dense Schedules: Properties and Worst-case Performance Ratio. Journal of Scheduling. Volume 15, Issue 1, pp 3-11. (full text)
Men, Z. 2012. Bayesian Inference for Stochastic Volatility Models. Ph.D. thesis, Department of Statistics and Actuarial Science at the University of Waterloo. (full text).
Men Z. Bayesian Inference of Discrete Interest Rate Models.
Men, Z. Bayesian Inference of Threshold Linear Regression Models.
Men, Z., J. He, Y. Tian, and J. Carson, and S. Kiesling. Logistic Regression with automatic data segmentation.
Men, Z., A. Kolkiewicz, and T. S. Wirjanto. Bayesian Inference of a Component Asymmetric Stochastic Volatility Model.
Men, Z., A. Kolkiewicz, and T. S. Wirjanto. A Component Stochastic Conditional Duration model for Financial Duration Data.