Browsing by Author Wichitaksorn, Nuttanan

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Showing results 1 to 5 of 5
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
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
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
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
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