Nuttanan Wichitaksorn

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Efficient MCMC estimation of some elliptical copula regression models through scale mixtures of normals Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Analyzing return asymmetry and quantiles through stochastic volatility models using asymmetric Laplace error via uniform scale mixtures Applied Stochastic Models in Business and Industry	2024-07-18	Paper
Analyzing multiple vector autoregressions through matrix-variate normal distribution with two covariance matrices Communications in Statistics: Theory and Methods	2022-05-18	Paper
Assessing sectoral risk through skew-error capital asset pricing model: empirical evidence from Thai stock market Econometrics of Risk	2018-11-30	Paper
Comparison of MCMC algorithms for the estimation of Tobit model with non-normal error: the case of asymmetric Laplace distribution Computational Statistics and Data Analysis	2018-11-02	Paper
A generalized class of skew distributions and associated robust quantile regression models The Canadian Journal of Statistics	2015-02-25	Paper

Research outcomes over time

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