Boris Choy

University of Sydney Business School

Cnr. of Codrington and Rose Streets

Sydney, NSW 2006

Australia

SCHOLARLY PAPERS

4

DOWNLOADS

528

SSRN CITATIONS

0

CROSSREF CITATIONS

0

Scholarly Papers (4)

1.

Bayesian Student-T Stochastic Volatility Models Via Scale Mixtures

Number of pages: 33 Posted: 20 Aug 2009
Boris Choy, Wai Yin Wan and Chun Man Chan
University of Sydney Business School, NSW Bureau of Crime Statistics and Research and affiliation not provided to SSRN
Downloads 235 (131,140)
Citation 1

Abstract:

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GARCH, Scale mixtures of normal, Scale mixture of uniform, Gibbs sampler, Outlier diagnostics, Leverage

2.

Efficient Estimation of Some Elliptical Copula Regression Models through Scale Mixtures of Normal

Number of pages: 49 Posted: 07 Aug 2012
Auckland University of Technology, University of Sydney and University of Sydney Business School
Downloads 132 (218,486)

Abstract:

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Elliptical Copulas, Scale Mixtures of Normal, Markov Chain Monte Carlo, Capital Asset Pricing Model, Seemingly Unrelated Tobit Model

3.

Bayesian Parallel Computation for Intractable Likelihood Using Griddy-Gibbs Sampler

Number of pages: 13 Posted: 05 Dec 2013
Nuttanan Wichitaksorn and Boris Choy
Auckland University of Technology and University of Sydney Business School
Downloads 96 (274,382)

Abstract:

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Bayesian analysis, Griddy Gibbs, Parallel computing, Markov chain Monte Carlo

4.

Estimation and Inference for Exponential Smooth Transition Nonlinear Volatility Models

Number of pages: 31 Posted: 18 Sep 2009
Feng Chia University - Department of Statistics, University of Sydney, University of Sydney Business School and Feng Chia University - Department of Statistics
Downloads 65 (345,083)

Abstract:

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Asymmetric, Bayesian inference, Heteroskedastic, Markov chain Monte Carlo (MCMC), Normal scale mixtures distribution