Browsing All of EconStor by Author Jensen, Mark J.
Showing results 1 to 8 of 8
Year of Publication | Title | Author(s) |
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. |