Maheu, John M and Yang, Qiao (2015): An Infinite Hidden Markov Model for Short-term Interest Rates.
Jin, Xin and Maheu, John M and Yang, Qiao (2017): Bayesian Parametric and Semiparametric Factor Models for Large Realized Covariance Matrices.
Maheu, John M and Yang, Qiao and Song, Yong (2018): Oil Price Shocks and Economic Growth: The Volatility Link.
Maheu, John M and Song, Yong and Yang, Qiao (2018): Oil Price Shocks and Economic Growth: The Volatility Link.
Li, Chenxing and Maheu, John M and Yang, Qiao (2022): An Infinite Hidden Markov Model with Stochastic Volatility.
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