5
H index
5
i10 index
91
Citations
S.T. Boris Choy : Citation Profile
University of Sydney | RESEARCH PRODUCTION: 13 Articles 2 Papers RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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22 years (1997 - 2019). 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:
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Main data
Where S.T. Boris Choy has published?
| Journals with more than one article published | # docs |
|---|---|
| Applied Stochastic Models in Business and Industry | 3 |
| Computational Statistics & Data Analysis | 2 |
Recent works citing S.T. Boris Choy (2024 and 2023)
| Year | Title of citing document |
|---|---|
| 2023 | Detection 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. Full description at Econpapers || Download paper |
| 2023 | Option 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. Full description at Econpapers || Download paper |
| 2023 | Multihoming and market expansion: Effects on media platforms’ pricing and content creation incentives. (2023). Foros, Øystein ; Dyskeland, Ole Kristian. In: Economics Letters. RePEc:eee:ecolet:v:232:y:2023:i:c:s016517652300352x. Full description at Econpapers || Download paper |
| 2024 | Competitive location models: A review. (2024). Eiselt, H A ; Drezner, Zvi. In: European Journal of Operational Research. RePEc:eee:ejores:v:316:y:2024:i:1:p:5-18. Full description at Econpapers || Download paper |
| 2023 | Efficient 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 |
| 2024 | R&D investments and location choices with three firms. (2024). Lai, Fu-Chuan ; Guo, Wen-Chung. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:1448-1459. Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | . Full description at Econpapers || Download paper |
| 2023 | Slash 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:
| Year | Title | Type | Cited |
|---|---|---|---|
| 1997 | On Robust Analysis of a Normal Location Parameter In: Journal of the Royal Statistical Society Series B. [Full Text][Citation analysis] | article | 19 |
| 2003 | Scale Mixtures Distributions in Insurance Applications In: ASTIN Bulletin. [Full Text][Citation analysis] | article | 5 |
| 2009 | Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 0 |
| 2011 | Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures In: Computational Statistics & Data Analysis. [Full Text][Citation analysis] | article | 22 |
| 2003 | The extended exponential power distribution and Bayesian robustness In: Statistics & Probability Letters. [Full Text][Citation analysis] | article | 10 |
| 2018 | A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases In: Journal of Financial Econometrics. [Full Text][Citation analysis] | article | 2 |
| 2016 | A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases.(2016) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
| 2005 | The Pre- and Post-1997 Well-Being of Hong Kong Residents In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] | article | 1 |
| 1997 | Hierarchical models with scale mixtures of normal distributions In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research. [Full Text][Citation analysis] | article | 10 |
| 2016 | Robust Bayesian analysis of loss reserving data using scale mixtures distributions In: Journal of Applied Statistics. [Full Text][Citation analysis] | article | 0 |
| 2014 | Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations In: Quantitative Finance. [Full Text][Citation analysis] | article | 5 |
| 2007 | Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution In: Research Paper Series. [Full Text][Citation analysis] | paper | 13 |
| 2007 | Bayesian analysis of constant elasticity of variance models In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
| 2015 | Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 4 |
| 2019 | Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals In: Applied Stochastic Models in Business and Industry. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team