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John M. Maheu

SSRN Author Rank: 10,831 by Downloads and 3,430 by Citations

 

McMaster University - Michael G. DeGroote School of Business


 1280 Main Street West
 Hamilton, Ontario L8S 4M4
 Canada
 HOME PAGE: http://profs.degroote.mcmaster.ca/ads/maheujm/
 email address
 Senior Fellow
 

RCEA


 Via Patara, 3
 Rimini (RN), RN 47900
 Italy
 HOME PAGE: http://www.rcfea.org/

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. John M. Maheu's Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
3,149
Total
Citations
156
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
19 Feb 99
Last Revised:
06 Jun 02
1,133
(12,413)
36

2.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
24 Jul 01
Last Revised:
02 Mar 12
350
(61,640)
17

3.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
27 Jun 07
Last Revised:
02 Mar 12
311
(70,651)
7

4.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Song, Yong
University of Technology Sydney (UTS) - Centre for the Study of Choice
Posted:
06 Oct 11
Last Revised:
17 Jan 13
307
(71,659)
2

5.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
28 Jun 07
Last Revised:
06 Nov 12
273
(81,342)
5

6.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
01 Sep 08
Last Revised:
05 Oct 11
141
(152,779)
9

7.  
Modeling Foreign Exchange Rates with Jumps | Show Abstract | Download This Paper | Open PDF in Browser |
FORECASTING IN THE PRESENCE OF STRUCTURAL BREAKS AND MODEL UNCERTAINTY, David E. Rapach, Mark E. Wohar, eds., Elsevier, Forthcoming
Number of Pages in PDF File: 34
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
28 Jun 07
128
(158,200)
4

8.  
Do Jumps Contribute to the Dynamics of the Equity Premium? | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Financial Economics (JFE), Forthcoming, Rotman School of Management Working Paper No. 2284276
Number of Pages in PDF File: 48
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Zhao, Xiaofei
University of Texas at Dallas - Naveen Jindal School of Management
Posted:
25 Jun 13
122
(171,149)
 

9.  
Bayesian Semiparametric Stochastic Volatility Modeling | Show Abstract | Download This Paper | Open PDF in Browser |
Federal Reserve Bank of Atlanta Working Paper No. 2008-15
Number of Pages in PDF File: 51
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
02 Jul 08
109
(184,704)
3

10.  
Bayesian Semiparametric Multivariate GARCH Modeling | Show Abstract | Download This Paper | Open PDF in Browser |
FRB Atlanta Working Paper Series No. 2012-9
Number of Pages in PDF File: 37
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
08 Aug 12
54
(273,635)
 

11.  
Liu, Chun
Tsinghua University - School of Economics and Management
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
12 Nov 11
51
(280,771)
 

12.   Incl. Electronic Paper
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
31 Jul 03
Last Revised:
05 Oct 11
50
(290,729)
67

13.  
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
16 May 12
39
(315,448)
 

14.  
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
04 Apr 15
38
(285,647)
 

15.  
Volatility Dynamics Under Duration-Dependent Mixing | Show Abstract | Download This Paper | Open PDF in Browser |
Journal of Empirical Finance, Vol. 7, 2000
Number of Pages in PDF File: 28
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
McCurdy, Thomas H.
University of Toronto - Rotman School of Management
Posted:
18 Apr 02
Last Revised:
02 Mar 12
10
(430,077)
6

16.  
Forecasting Volatility in the Presence of Model Instability | Show Abstract |
Australian & New Zealand Journal of Statistics, Vol. 52, No. 2, pp. 221–237, 2010,
Reeves, Jonathan J.
UNSW Business School, University of New South Wales
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Xie, Xuan
Commonwealth Bank of Australia
Posted:
25 Aug 10
 

17.  
Are There Structural Breaks in Realized Volatility? | Show Abstract |
Journal of Financial Econometrics, Vol. 6, Issue 3, pp. 326-360, 2008
Liu, Chun
Tsinghua University - School of Economics and Management
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
17 Jun 08
 

18.  
Conditional Jump Dynamics in Stock Market Returns | Show Abstract |
Journal of Business & Economic Statistics, Vol. 20, pp. 377-389, 2002
Chan, Wing H.
Wilfrid Laurier University - School of Business & Economics
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
12 Apr 05
 


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