Browsing All of EconStor by Author Maheu, John M.
Showing results 1 to 5 of 5
Year of Publication | Title | Author(s) |
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. |