S.T. Boris Choy : Citation Profile


Are you S.T. Boris Choy?

University of Sydney

5

H index

5

i10 index

87

Citations

RESEARCH PRODUCTION:

13

Articles

2

Papers

RESEARCH ACTIVITY:

   22 years (1997 - 2019). See details.
   Cites by year: 3
   Journals where S.T. Boris Choy has often published
   Relations with other researchers
   Recent citing documents: 6.    Total self citations: 4 (4.4 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/pch752
   Updated: 2024-01-16    RAS profile: 2020-02-26    
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Relations with other researchers


Works with:

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 (13)

Peracchi, Franco (4)

Ruiz, Esther (4)

Veiga, Helena (4)

De Luca, Giuseppe (4)

Kastner, Gregor (2)

Snarska, Malgorzata (2)

Baum, Christopher (2)

Chen, Cathy W. S. (2)

Rodríguez, Gabriel (2)

Sapio, Sandro (2)

Cites to:

Shephard, Neil (6)

Wu, Liuren (4)

Omori, Yasuhiro (4)

Rossi, Peter (3)

Yu, Jun (3)

Chen, Zhiwu (3)

Cao, Charles (3)

Bollerslev, Tim (3)

Engle, Robert (2)

Huang, Jingzhi (2)

Tauchen, George (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 (2024 and 2023)


YearTitle of citing document
2023Detection and treatment of outliers for multivariate robust loss reserving. (2022). Avanzi, Benjamin ; Wong, Bernard ; Taylor, Greg ; Lavender, Mark. In: Papers. RePEc:arx:papers:2203.03874.

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2023Option pricing using a skew random walk pricing tree. (2023). Fabozzi, Frank J ; Rachev, Svetlozar T ; Lindquist, Brent W ; Hu, Yuan. In: Papers. RePEc:arx:papers:2303.17014.

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2023Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants. (2023). Lutkebohmert, Eva ; Gonzato, Luca ; Brignone, Riccardo. In: Journal of Banking & Finance. RePEc:eee:jbfina:v:148:y:2023:i:c:s0378426622003259.

Full description at Econpapers || Download paper

2023.

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2023.

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2023Slash distributions, generalized convolutions, and extremes. (2023). Panorska, A K ; Kozubowski, T J ; Arendarczyk, M. In: Annals of the Institute of Statistical Mathematics. RePEc:spr:aistmt:v:75:y:2023:i:4:d:10.1007_s10463-022-00858-y.

Full description at Econpapers || Download paper

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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article15
2003Scale Mixtures Distributions in Insurance Applications In: ASTIN Bulletin.
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article5
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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article22
2003The extended exponential power distribution and Bayesian robustness In: Statistics & Probability Letters.
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article10
2018A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases In: The Journal of Financial Econometrics.
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article2
2016A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases.(2016) In: Working Papers.
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This paper has nother version. Agregated cites: 2
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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article10
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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article5
2007Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution In: Research Paper Series.
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paper13
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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article4
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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