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 |
|---|---|---|
| Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns Journal of Business and Economic Statistics | 2025-08-25 | Paper |
| Natural gradient hybrid variational inference with application to deep mixed models Statistics and Computing | 2024-11-26 | Paper |
| ABC of the future International Statistical Review | 2023-12-15 | Paper |
| Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models Journal of Computational and Graphical Statistics | 2022-03-28 | Paper |
| High-frequency jump tests: which test should we use? Journal of Econometrics | 2021-02-04 | Paper |
| Discussion of ‘Deep learning for finance: deep portfolios’ Applied Stochastic Models in Business and Industry | 2019-02-08 | Paper |
| Probabilistic forecasts of volatility and its risk premia Journal of Econometrics | 2017-05-12 | Paper |
Research outcomes over time
This page was built for person: Worapree Maneesoonthorn
