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Results: 1-4 |
Results: 4

Authors: Maheu, John M. Song, Yong
Citation: M. Maheu, John et Song, Yong, An efficient Bayesian approach to multiple structural change in multivariate time series, Journal of applied econometrics , 33(2), 2018, pp. 251-270

Authors: Liu, Jia Maheu, John M.
Citation: Liu, Jia et M. Maheu, John, Improving Markov switching models using realized variance, Journal of applied econometrics , 33(3), 2018, pp. 297-318

Authors: Maheu, John M. Gordon, Stephen
Citation: M. Maheu, John et Gordon, Stephen, Learning, forecasting and structural breaks, Journal of applied econometrics , 23(5), 2008, pp. 553-583

Authors: Liu, Chun Maheu, John M.
Citation: Liu, Chun et M. Maheu, John, Forecasting realized volatility: a Bayesian model-averaging approach, Journal of applied econometrics , 24(5), 2009, pp. 709-733
Risultati: 1-4 |