S.T. Boris Choy : Citation Profile


Are you S.T. Boris Choy?

University of Sydney

4

H index

2

i10 index

50

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   21 years (1997 - 2018). See details.
   Cites by year: 2
   Journals where S.T. Boris Choy has often published
   Relations with other researchers
   Recent citing documents: 13.    Total self citations: 4 (7.41 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pch752
   Updated: 2020-08-01    RAS profile: 2020-02-26    
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Relations with other researchers


Works with:

Kwok, Simon Sai Man (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with S.T. Boris Choy.

Is cited by:

Chan, Jennifer (11)

Veiga, Helena (4)

Rodríguez, Gabriel (2)

Kastner, Gregor (2)

Ruiz, Esther (2)

Sapio, Sandro (2)

Snarska, Malgorzata (2)

Nakajima, Jouchi (1)

Omori, Yasuhiro (1)

Yu, Jun (1)

De Luca, Giuseppe (1)

Cites to:

Shephard, Neil (6)

Omori, Yasuhiro (4)

Chen, Zhiwu (3)

Wu, Liuren (3)

Cao, Charles (3)

Rossi, Peter (3)

Ishihara, Tsunehiro (2)

Jagannathan, Ravi (2)

Tauchen, George (2)

Bollerslev, Tim (2)

Milne, Frank (2)

Main data


Where S.T. Boris Choy has published?


Journals with more than one article published# docs
Applied Stochastic Models in Business and Industry3
Computational Statistics & Data Analysis2

Recent works citing S.T. Boris Choy (2019 and 2018)


YearTitle of citing document
2017Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models. (2017). Kastner, Gregor ; Fruhwirth-Schnatter, Sylvia. In: Papers. RePEc:arx:papers:1706.05280.

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2019Efficient estimation of financial risk by regressing the quantiles of parametric distributions: An application to CARR models. (2019). NG, KOK HAUR ; Kok-Haur, NG ; Shelton, Peiris ; Thanakorn, Nitithumbundit ; So, Chan Jennifer. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:23:y:2019:i:2:p:22:n:4.

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2019DERIVING ROBUST BAYESIAN PREMIUMS UNDER BANDS OF PRIOR DISTRIBUTIONS WITH APPLICATIONS. (2019). Gomez-Deniz, E ; Suarez-Llorens, A ; Sordo, M A ; Sanchez-Sanchez, M. In: ASTIN Bulletin: The Journal of the International Actuarial Association. RePEc:cup:astinb:v:49:y:2019:i:01:p:147-168_00.

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2018Bayesian quantile regression using the skew exponential power distribution. (2018). Bernardi, Mauro ; Petrella, Lea ; Bottone, Marco. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:126:y:2018:i:c:p:92-111.

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2019Bayesian inference of mixed-effects ordinary differential equations models using heavy-tailed distributions. (2019). Cao, Jiguo ; Nie, Yunlong ; Wang, Liangliang ; Liu, Baisen. In: Computational Statistics & Data Analysis. RePEc:eee:csdana:v:137:y:2019:i:c:p:233-246.

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2020Asymmetric stochastic volatility models: Properties and particle filter-based simulated maximum likelihood estimation. (2020). Veiga, Helena ; Ruiz, Esther ; Czellar, Veronika ; Mao, Xiuping. In: Econometrics and Statistics. RePEc:eee:ecosta:v:13:y:2020:i:c:p:84-105.

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2019Leverage effects and stochastic volatility in spot oil returns: A Bayesian approach with VaR and CVaR applications. (2019). Baum, Christopher ; Zerilli, Paola ; Chen, Liyuan. In: Energy Economics. RePEc:eee:eneeco:v:79:y:2019:i:c:p:111-129.

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2017Robust Bayesian estimation and prediction of reserves in exponential model with quadratic variance function. (2017). Boratyska, Agata . In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:76:y:2017:i:c:p:135-140.

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2018An empirical application of a stochastic volatility model with GH skew Students t-distribution to the volatility of Latin-American stock returns. (2018). Rodríguez, Gabriel ; Rodriguez, Gabriel ; Lafosse, Patricia Lengua. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:69:y:2018:i:c:p:155-173.

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2018Systemic risk, interconnectedness, and non-core activities in Taiwan insurance industry. (2018). Chang, Carolyn W ; Yu, Min-Teh ; Li, Xiaodan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:55:y:2018:i:c:p:273-284.

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2019Posterior moments and quantiles for the normal location model with Laplace prior. (2019). Peracchi, Franco ; De Luca, Giuseppe ; Magnus, Jan R. In: EIEF Working Papers Series. RePEc:eie:wpaper:1911.

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2018Asian city brand meaning: a Hong Kong perspective. (2018). Chiu, Charles Chin ; Ge, Gloria L ; Miller, Dale ; Merrilees, Bill. In: Journal of Brand Management. RePEc:pal:jobman:v:25:y:2018:i:1:d:10.1057_s41262-017-0073-1.

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Works by S.T. Boris Choy:


YearTitleTypeCited
1997On Robust Analysis of a Normal Location Parameter In: Journal of the Royal Statistical Society Series B.
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article0
2003Scale Mixtures Distributions in Insurance Applications In: ASTIN Bulletin.
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article1
2009Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output In: Computational Statistics & Data Analysis.
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article0
2011Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures In: Computational Statistics & Data Analysis.
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article19
2003The extended exponential power distribution and Bayesian robustness In: Statistics & Probability Letters.
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article9
2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases In: Journal of Financial Econometrics.
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article0
2016A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases.(2016) In: Working Papers.
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This paper has another version. Agregated cites: 0
paper
2005The Pre- and Post-1997 Well-Being of Hong Kong Residents In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
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article1
1997Hierarchical models with scale mixtures of normal distributions In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
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article8
2016Robust Bayesian analysis of loss reserving data using scale mixtures distributions In: Journal of Applied Statistics.
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article0
2014Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations In: Quantitative Finance.
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article1
2007Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution In: Research Paper Series.
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paper10
2007Bayesian analysis of constant elasticity of variance models In: Applied Stochastic Models in Business and Industry.
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article0
2015Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures In: Applied Stochastic Models in Business and Industry.
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article1
2019Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals In: Applied Stochastic Models in Business and Industry.
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article0

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