Browsing by Author Choy, Sai Tsang Boris

Jump to: 0-9 A B C D E F G H I J K L M N O P Q R S T U V W X Y Z
or enter first few letters:  
Showing results 1 to 20 of 22  next >
Issue DateTitleAuthor(s)Citation
2015Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixturesChoy, Sai Tsang Boris; Gerlach, Richard; Wang, Joanna; Wichitaksorn, Nuttanan; Business Analytics; Business AnalyticsAnalyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures, Applied Stochastic Models in Business and Industry, vol.31, 5, 2015,pp 584-608
2017An application of bayesian seemingly unrelated regression models with flexible tailsAu, Charles; Choy, Sai Tsang Boris; Business Analytics; Business AnalyticsAn application of bayesian seemingly unrelated regression models with flexible tails in Springer Proceedings in Mathematics & Statistics, Springer International Publishing, 2017, pp. 115-125
2017An application of bayesian seemingly unrelated regression models with flexible tailsAu, Charles; Choy, Sai Tsang Boris; Business Analytics; Business AnalyticsAn application of bayesian seemingly unrelated regression models with flexible tails in Springer Proceedings in Mathematics & Statistics, Springer International Publishing, 2017, pp. 115-125
2015Assessing sectoral risk through skew-error capital asset pricing model: Empirical evidence from Thai stock marketChoy, Sai Tsang Boris; Wichitaksorn, Nuttanan; Business AnalyticsAssessing sectoral risk through skew-error capital asset pricing model: Empirical evidence from Thai stock market, Studies in Computational Intelligence, vol.583, N/A, 2015,pp 435-447
2016Autoregressive Conditional Duration Model with an Extended Weibull Error DistributionChan, Jennifer; Choy, Sai Tsang Boris; Yatigammana, Rasika; Mathematics & Statistics; Business Analytics; Business AnalyticsAutoregressive Conditional Duration Model with an Extended Weibull Error Distribution in Causal Inference in Econometrics, Springer, 2016, pp. 83-107
2015Autoregressive conditional duration model with an extended weibull error distributionChan, Jennifer; Choy, Sai Tsang Boris; Yatigammana, Rasika; Mathematics & Statistics; Business Analytics; Business AnalyticsAutoregressive conditional duration model with an extended weibull error distribution, Studies in Computational Intelligence, vol.622, N/A, 2015,pp 83-107
2016Bayesian Option Pricing Framework with Stochastic Volatility for FX DataChoy, Sai Tsang Boris; Wang, Ying; Wong, Hoi Ying; Business AnalyticsBayesian Option Pricing Framework with Stochastic Volatility for FX Data, Risks, vol.4, 4, 2016,pp 1-12
2016Bayesian Option Pricing Framework with Stochastic Volatility for FX DataChoy, Sai Tsang Boris; Wang, Ying; Wong, Hoi Ying; Business AnalyticsBayesian Option Pricing Framework with Stochastic Volatility for FX Data, Risks, vol.4, 4, 2016,pp 1-12
2015Bayesian Parallel Computation for Intractable Likelihood Using Griddy-Gibbs SamplerChoy, Sai Tsang Boris; Wichitaksorn, Nuttanan; Business AnalyticsBayesian Parallel Computation for Intractable Likelihood Using Griddy-Gibbs Sampler in Current Trends in Bayesian Methodology with Applications, CRC Press, 2015, pp. 619-631
2008Bayesian student-t stochastic volatility models via scale mixturesChoy, Sai Tsang Boris; Chan, C M; Wan, Wai-yin; Business AnalyticsBayesian student-t stochastic volatility models via scale mixtures in Bayesian Econometrics (Advances in Econometrics volume 23), JAI Press, 2008, pp. 595-618
2011Comparison of Different Heavy-tailed Stochastic Volatility Models for Financial Data in ThailandChoy, Sai Tsang Boris; Business AnalyticsComparison of Different Heavy-tailed Stochastic Volatility Models for Financial Data in Thailand, Proceedings of the 3rd Conference of the Thailand Econometrics Society - "Econometric Leadership of the Knowledge-based Service Economy", vol.N/A, 2011, pp. 66-74
2010Estimation and inference for exponential smooth transition nonlinear volatility modelsChoy, Sai Tsang Boris; Gerlach, Richard; Chen, Cathy W S; Lin, Celine; Business Analytics; Business AnalyticsEstimation and inference for exponential smooth transition nonlinear volatility models, Journal of Statistical Planning and Inference, vol.140, 3, 2010,pp 719-733
2014A Generalized Class of Skew Distributions and Associated Robust Quantile Regression ModelsChoy, Sai Tsang Boris; Gerlach, Richard; Wichitaksorn, Nuttanan; Business Analytics; Business AnalyticsA Generalized Class of Skew Distributions and Associated Robust Quantile Regression Models, Canadian Journal of Statistics (Revue Canadienne de Statistique), vol.42, 4, 2014,pp 579-596
2014An Innovative Financial Time Series Model: The Geometric Process ModelChan, Jennifer; Choy, Sai Tsang Boris; Lam, Connie; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsAn Innovative Financial Time Series Model: The Geometric Process Model in Modeling Dependence in Econometrics, Springer, 2014, pp. 81-99
2012Modeling Dependence of Seemingly Unrelated Tobit Model through Copula: A Bayesian AnalysisChoy, Sai Tsang Boris; Wichitaksorn, Nuttanan; Business Analytics; Business AnalyticsModeling Dependence of Seemingly Unrelated Tobit Model through Copula: A Bayesian Analysis, Proceedings of the 4th International Conference of the Thailand Econometrics Society (13-14 January 2011): Unifying Econometrics: Bridging the Gap between Theory and Practice, vol.N/A, 2012, pp. 6-19
2014Modeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump ModelChan, Jennifer; Choy, Sai Tsang Boris; Lam, Connie; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsModeling Electricity Price Using A Threshold Conditional Autoregressive Geometric Process Jump Model, Communications in Statistics - Theory and Methods, vol.43, 10-12, 2014,pp 2505-2515
2009Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs outputChan, Jennifer; Choy, Sai Tsang Boris; Wan, Wai; Leung, Doris Y P; Mathematics & Statistics; Business Analytics; Mathematics & StatisticsNonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output, Computational Statistics and Data Analysis, vol.53, 12, 2009,pp 4530-4545
2016Robust Bayesian analysis of loss reserving data using scale mixtures distributionsChan, Jennifer; Choy, Sai Tsang Boris; Makov, Udi E; Mathematics & Statistics; Business AnalyticsRobust Bayesian analysis of loss reserving data using scale mixtures distributions, Journal of Applied Statistics, vol.43, 3, 2016,pp 396-411
2017Robustness in Forecasting Future Liabilities in InsuranceChoy, Sai Tsang Boris; Leung, Jessica Wai Yin; Business Analytics; Business AnalyticsRobustness in Forecasting Future Liabilities in Insurance in Robustness in Econometrics, Springer, 2017, pp. 187-200
2016A sequential sampling plan for exponential distributionChoy, Sai Tsang Boris; Lam, Yeh; Yu, Philip; Business AnalyticsA sequential sampling plan for exponential distribution, Sequential Analysis, vol.35, 3, 2016,pp 331-346