Details about S.T. Boris Choy
Access statistics for papers by S.T. Boris Choy.
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- A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases
Working Papers, University of Sydney, School of Economics
See also Journal Article in Journal of Financial Econometrics (2018)
- Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney View citations (5)
- Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals
Applied Stochastic Models in Business and Industry, 2019, 35, (3), 808-822
- A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases
Journal of Financial Econometrics, 2018, 16, (3), 425-460
See also Working Paper (2016)
- Robust Bayesian analysis of loss reserving data using scale mixtures distributions
Journal of Applied Statistics, 2016, 43, (3), 396-411
- Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures
Applied Stochastic Models in Business and Industry, 2015, 31, (5), 584-608 View citations (1)
- Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
Quantitative Finance, 2014, 14, (7), 1297-1313 View citations (1)
- Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures
Computational Statistics & Data Analysis, 2011, 55, (1), 852-862 View citations (19)
- Nonignorable dropout models for longitudinal binary data with random effects: An application of Monte Carlo approximation through the Gibbs output
Computational Statistics & Data Analysis, 2009, 53, (12), 4530-4545
- Bayesian analysis of constant elasticity of variance models
Applied Stochastic Models in Business and Industry, 2007, 23, (1), 83-96
- The Pre- and Post-1997 Well-Being of Hong Kong Residents
Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement, 2005, 71, (1), 231-258 View citations (1)
- Scale Mixtures Distributions in Insurance Applications
ASTIN Bulletin, 2003, 33, (1), 93-104 View citations (1)
- The extended exponential power distribution and Bayesian robustness
Statistics & Probability Letters, 2003, 65, (3), 227-232 View citations (9)
- Hierarchical models with scale mixtures of normal distributions
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research, 1997, 6, (1), 205-221 View citations (12)
- On Robust Analysis of a Normal Location Parameter
Journal of the Royal Statistical Society Series B, 1997, 59, (2), 463-474
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