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Details about S.T. Boris Choy

E-mail:
Homepage:https://sydney.edu.au/business/about/our-people/academic-staff/boris-choy.html
Workplace:Discipline of Business Analytics, Business School, University of Sydney, (more information at EDIRC)

Access statistics for papers by S.T. Boris Choy.

Last updated 2020-02-26. Update your information in the RePEc Author Service.

Short-id: pch752


Jump to Journal Articles

Working Papers

2016

  1. A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases
    Working Papers, University of Sydney, School of Economics Downloads
    See also Journal Article in Journal of Financial Econometrics (2018)

2007

  1. Robust Bayesian Analysis of Loss Reserves Data Using the Generalized-t Distribution
    Research Paper Series, Quantitative Finance Research Centre, University of Technology, Sydney Downloads View citations (5)

Journal Articles

2019

  1. 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 Downloads

2018

  1. A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases
    Journal of Financial Econometrics, 2018, 16, (3), 425-460 Downloads
    See also Working Paper (2016)

2016

  1. Robust Bayesian analysis of loss reserving data using scale mixtures distributions
    Journal of Applied Statistics, 2016, 43, (3), 396-411 Downloads

2015

  1. 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 Downloads View citations (1)

2014

  1. Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
    Quantitative Finance, 2014, 14, (7), 1297-1313 Downloads View citations (1)

2011

  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 Downloads View citations (19)

2009

  1. 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 Downloads

2007

  1. Bayesian analysis of constant elasticity of variance models
    Applied Stochastic Models in Business and Industry, 2007, 23, (1), 83-96 Downloads

2005

  1. 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 Downloads View citations (1)

2003

  1. Scale Mixtures Distributions in Insurance Applications
    ASTIN Bulletin, 2003, 33, (1), 93-104 Downloads View citations (1)
  2. The extended exponential power distribution and Bayesian robustness
    Statistics & Probability Letters, 2003, 65, (3), 227-232 Downloads View citations (9)

1997

  1. 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 Downloads View citations (12)
  2. On Robust Analysis of a Normal Location Parameter
    Journal of the Royal Statistical Society Series B, 1997, 59, (2), 463-474 Downloads
 
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