Browsen in EconStor gesamt nach Autor:innen Maheu, John M.
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Erscheinungsjahr | Titel | Autor:innen |
2008 | Bayesian semiparametric stochastic volatility modeling | Jensen, Mark J.; Maheu, John M. |
2009 | Real time detection of structural breaks in GARCH models | He, Zhongfang; 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. |