Worapree Maneesoonthorn

1. Time Series Copulas for Heteroskedastic Data
   2017/01/25 by Rubén Loaiza‐Maya, Loaiza-Maya, Rubén, Michael S. Smith +3 · 2 citations
   Economics, Econometrics and Finance · #Applications (stat.AP) #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Statistical Finance (q-fin.ST)
2. Bayesian Forecasting in Economics and Finance: A Modern Review
   2022/12/07 by Gael M. Martin, Martin, Gael M., David T. Frazier +15 · 3 citations
   Decision Sciences · #Applications (stat.AP) #Econometrics (econ.EM) #FOS: Computer and information sciences #FOS: Economics and business #Forecasting Techniques and Applications #Methodology (stat.ME)
3. Optimal probabilistic forecasts for risk management
   2023/03/03 by Yuru Sun, Sun, Yuru, Worapree Maneesoonthorn +5 · 1 citation
   Economics, Econometrics and Finance · #Financial Risk and Volatility Modeling #Market Dynamics and Volatility #Monetary Policy and Economic Impact