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Worapree (Ole) Maneesoonthorn

Worapree (Ole) Maneesoonthorn

Melbourne Business School - Melbourne / Australia
Economics & Econometrics / Economics
AD Scientific Index ID: 4536609
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person_outline Worapree (Ole) Maneesoonthorn's MOST POPULAR ARTICLES
1-) Auxiliary likelihood-based approximate Bayesian computation in state space models Journal of Computational and Graphical Statistics 28 (3), 508-522, 2019
2-) Approximate bayesian forecasting International Journal of Forecasting 35 (2), 521-539, 2019
3-) Time series copulas for heteroskedastic data Journal of Applied Econometrics 33 (3), 332-354, 2018
4-) Inference on self‐exciting jumps in prices and volatility using high‐frequency measures Journal of Applied Econometrics 32 (3), 504-532, 2017
5-) Bayesian forecasting in economics and finance: A modern review International Journal of Forecasting 40 (2), 811-839, 2024