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Worapree Maneesoonthorn

University of Melbourne (from arXiv:2507.14408, 2025) · ORCID · OpenAlex

18 papers in scope · 16 published · 3 on the econ.EM arXiv · 229 citations · h-index 7 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Rubén Loaiza-Maya
  2. Lin Deng
  3. David T. Frazier
  4. Gary Koop
  5. Gael M. Martin
  6. Florian Huber
  7. David J. Nott
  8. Peter J. Danaher
  9. Xuewen Yu
  10. Luca Onorante
  11. Ryan Zischke
  12. D. S. Poskitt
  13. Didier Nibbering
  14. Joshua C. C. Chan
  15. Donald Poskitt
  16. Ryan Covey
  17. Gregor Kastner
  18. Niko Hauzenberger
  19. Lucas Kock
  20. Andrés Ramírez Hassan

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(5 of 18)

A New Perspective of the Meese-Rogoff Puzzle: Application of Sparse Dynamic Shrinkage
working paper2025 · arXiv
with Zheng Fan, Yong Song, Ole Maneesoonthorn
Paper profile arXiv arXiv:2507.14408
A Tractable Unified Skew-t Distribution and Its Copula for Heterogeneous Asymmetries
working paper2025 · arXiv
with Lin Deng, Michael Stanley Smith, Michael S. Smith
Paper profile arXiv arXiv:2505.10849
Implication of Mandatory Trading Report: Evidence from the Thai Bond Market
published2025 · Creative Business and Sustainability Journal
with Sirimon Treepongkaruna, Tanakorn Likitapiwat
Creative Business and Sustainability Journal
Natural gradient hybrid variational inference with application to deep mixed models
published2024 · Statistics and Computing · 2 citations · first circulated 2023
with Weiben Zhang, Michael S. Smith, Rubén Loaiza-Maya, Michael Stanley Smith
Statistics and Computing
Large Skew-t Copula Models and Asymmetric Dependence in Intraday Equity Returns
published2024 · Journal of Business and Economic Statistics · 6 citations · first circulated 2023
with Lin Deng, Michael Stanley Smith
Paper profile Journal of Business and Economic Statistics arXiv:2308.05564
Bayesian forecasting in economics and finance: A modern review
published2023 · International Journal of Forecasting · 38 citations · first circulated 2022
with Gael M. Martin, David T. Frazier, Rubén Loaiza-Maya, Florian Huber, Gary Koop, John M. Maheu, Didier Nibbering, Anastasios Panagiotelis
Paper profile International Journal of Forecasting arXiv:2212.03471
ABC of the future
published2022 · International Statistical Review · 7 citations · first circulated 2021
with Henri Pesonen, Umberto Simola, Alvaro Köhn-Luque, Henri Vuollekoski, Xiaoran Lai, Arnoldo Frigessi, Samuel Kaski, David T. Frazier, Gael M. Martin, Jukka Corander
International Statistical Review
The Predictive Ability of Quarterly Financial Statements
published2021 · International Journal of Financial Studies · 4 citations
with Hui Zhou, Xiangjin Bruce Chen
International Journal of Financial Studies
Optimal probabilistic forecasts: When do they work?
published2021 · International Journal of Forecasting · 14 citations
with Gael M. Martin, Rubén Loaiza-Maya, David T. Frazier, Andrés Ramírez Hassan
Paper profile International Journal of Forecasting arXiv:2009.09592
High-frequency jump tests: Which test should we use?
published2020 · Journal of Econometrics · 5 citations
with Gael M. Martin, Catherine Forbes
Journal of Econometrics
Approximate Bayesian forecasting
published2019 · International Journal of Forecasting
with David T. Frazier, Gael M. Martin, Brendan McCabe
International Journal of Forecasting
Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
published2018 · Journal of Computational and Graphical Statistics · 35 citations · first circulated 2014
with Gael M. Martin, Brendan McCabe, David T. Frazier, Christian P. Robert
Journal of Computational and Graphical Statistics
Inversion copulas from nonlinear state space models with an application to inflation forecasting
published2018 · International Journal of Forecasting · 23 citations · first circulated 2016
with Michael Stanley Smith
International Journal of Forecasting
Time series copulas for heteroskedastic data
published2017 · Journal of Applied Econometrics · 33 citations
with Rubén Loaiza-Maya, Michael S. Smith
Journal of Applied Econometrics
Discussion of ‘Deep learning for finance: deep portfolios’
published2017 · Applied Stochastic Models in Business and Industry · 1 citations
with Catherine Forbes
Applied Stochastic Models in Business and Industry
Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures
published2016 · Journal of Applied Econometrics · 37 citations · first circulated 2014
with Catherine Forbes, Gael M. Martin
Journal of Applied Econometrics
High‐Frequency Financial Econometrics, by YacineAït‐Sahalia and JeanJacod (Princeton University Press, Princeton, NJ, 2014), pp. xxiv + 659.
published2015 · Economic Record · 3 citations
Economic Record
Probabilistic forecasts of volatility and its risk premia
published2012 · Journal of Econometrics · 21 citations
with Gael M. Martin, Catherine Forbes, Simone D. Grose
Journal of Econometrics

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.