Details about S.T. Boris Choy

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

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Short-id: pch752

Working Papers

2016

1. A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases
   Working Papers, University of Sydney, School of Economics
   See also Journal Article A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases, Journal of Financial Econometrics, Oxford University Press (2018) View citations (2) (2018)

2007

2. 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 (7)

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

2018

2. A Flexible Generalized Hyperbolic Option Pricing Model and Its Special Cases
   Journal of Financial Econometrics, 2018, 16, (3), 425-460 View citations (2)
   See also Working Paper A Flexible Generalised Hyperbolic Option Pricing Model and its Special Cases, Working Papers (2016) (2016)

2016

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

2015

4. 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 (4)

2014

5. Bivariate asymmetric GARCH models with heavy tails and dynamic conditional correlations
   Quantitative Finance, 2014, 14, (7), 1297-1313 View citations (5)

2011

6. 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 (22)

2009

7. 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

2007

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

2005

9. 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)

2003

10. Scale Mixtures Distributions in Insurance Applications
    ASTIN Bulletin, 2003, 33, (1), 93-104 View citations (5)
11. The extended exponential power distribution and Bayesian robustness
    Statistics & Probability Letters, 2003, 65, (3), 227-232 View citations (10)

1997

12. 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 (15)
13. On Robust Analysis of a Normal Location Parameter
    Journal of the Royal Statistical Society Series B, 1997, 59, (2), 463-474 View citations (20)