Worapree Maneesoonthorn - Publications, H-index & Citations

Worapree Maneesoonthorn

monash university

8H指数

36论文数

243被引数

收录论文 7

发表时间

Improved density forecasts using mixed frequency data:A Bayesian approach 使用混合频率数据的改进密度预测：贝叶斯方法

Journal of Econometrics

IF4

2026-05-16

PREAI

Rubén Loaiza-Maya; Worapree Maneesoonthorn; Andrew J. Patton

Bayesian forecasting in economics and finance: A modern review

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2024-04-01

OAAI

Martin, Gael M.; Frazier, David T.; Maneesoonthorn, Worapree; Loaiza-Maya, Ruben; Huber, Florian; Koop, Gary; Maheu, John; Nibbering, Didier; Panagiotelis, Anastasios

Optimal probabilistic forecasts: When do they work?

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2022-01-01

OAAI

Martin, Gael M.; Loaiza-Maya, Ruben; Maneesoonthorn, Worapree; Frazier, David T.; Ramirez-Hassan, Andres

High-frequency jump tests: Which test should we use?高频跳跃测试: 我们应该使用哪个测试？

JOURNAL OF ECONOMETRICS

IF4

2020-12-01

OAAI

Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.

Approximate Bayesian forecasting

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2019-04-01

OAAI

Frazier, David T.; Maneesoonthorn, Worapree; Martin, Gael M.; McCabe, Brendan P. M.

Inversion copulas from nonlinear state space models with an application to inflation forecasting

INTERNATIONAL JOURNAL OF FORECASTING

IF7.1

2018-07-01

PREAI

Smith, Michael Stanley; Maneesoonthorn, Worapree

Probabilistic forecasts of volatility and its risk premia

JOURNAL OF ECONOMETRICS

IF4

2012-12-01

OAAI

Maneesoonthorn, Worapree; Martin, Gael M.; Forbes, Catherine S.; Grose, Simone D.

研究方向