Worapree Maneesoonthorn

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Papers (7)

1. Probabilistic Predictions of Option Prices with Modular Approximate Bayesian Inference q-fin.ST · 2024 · author #1
2. Approximate Bayesian Forecasting stat.ME · 2017 · author #2
3. Time Series Copulas for Heteroskedastic Data stat.AP · 2017 · author #3
4. Inversion Copulas from Nonlinear State Space Models stat.ME · 2016 · author #2
5. Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models stat.CO · 2016 · author #4
6. Approximate Bayesian Computation in State Space Models math.ST · 2014 · author #3
7. Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures stat.AP · 2014 · author #1

Mentions

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Frequent Coauthors

• Gael M. Martin 5 shared papers
• Brendan P.M. McCabe 3 shared papers
• David T. Frazier 3 shared papers
• Christian P. Robert 2 shared papers
• Catherine S. Forbes 1 shared papers
• Michael S. Smith 1 shared papers
• Michael Stanley Smith 1 shared papers
• Rub\'en Loaiza-Maya 1 shared papers