Munich Personal RePEc Archive

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Group by: Date | Item ID
Jump to: 52132 | 55243 | 60102 | 62408 | 71120 | 71220 | 77424 | 79211 | 81920 | 83779 | 83999
Number of items: 11.

52132

Jensen, Mark J and Maheu, John M (2013): Risk, Return and Volatility Feedback: A Bayesian Nonparametric Analysis.

55243

Jin, Xin and Maheu, John M (2014): Modeling Covariance Breakdowns in Multivariate GARCH.

60102

Jin, Xin and Maheu, John M (2014): Bayesian Semiparametric Modeling of Realized Covariance Matrices.

62408

Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.

71120

Liu, Jia and Maheu, John M (2015): Improving Markov switching models using realized variance.

71220

Griffin, Jim and Liu, Jia and Maheu, John M (2016): Bayesian Nonparametric Estimation of Ex-post Variance.

77424

Maheu, John M and Shamsi, Azam (2016): Nonparametric Dynamic Conditional Beta.

79211

Maheu, John M and Song, Yong (2017): An Efficient Bayesian Approach to Multiple Structural Change in Multivariate Time Series.

81920

Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices.

83779

Maheu, John M and Yang, Qiao and Song, Yong (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

83999

Maheu, John M and Song, Yong and Yang, Qiao (2018): Oil Price Shocks and Economic Growth: The Volatility Link.

This list was generated on Mon Oct 14 23:01:14 2019 CEST.
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