Browsen in EconStor gesamt nach Autor:innen Jensen, Mark J.
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Erscheinungsjahr | Titel | Autor:innen |
2006 | The long-run Fisher effect: Can it be tested? | Jensen, Mark J. |
2008 | Bayesian semiparametric stochastic volatility modeling | Jensen, Mark J.; Maheu, John M. |
2012 | Estimating a semiparametric asymmetric stochastic volatility model with a dirichlet process mixture | Jensen, Mark J.; Maheu, John M. |
2012 | Bayesian semiparametric multivariate GARCH modeling | Jensen, Mark J.; Maheu, John M. |
2014 | Risk, return, and volatility feedback: A Bayesian nonparametric analysis | Jensen, Mark J.; Maheu, John M. |
2015 | Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility | Jensen, Mark J. |
2018 | Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors | Fisher, Mark; Jensen, Mark J. |
2019 | Bayesian nonparametric learning of how skill is distributed across the mutual fund industry | Fisher, Mark; Jensen, Mark J.; Tkac, Paula A. |