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Maheu, John M.


 SSRN Author Rank: 9,696 by Downloads
 

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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. Maheu, John M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
2,971
Total
Citations
162
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
1,112
(10,430)
37

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
344
(53,025)
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
289
(64,778)
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
Posted:
28 Jun 07
Last Revised:
06 Nov 12
271
(69,589)
5

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
Song, Yong
University of Technology Sydney (UTS) - Centre for the Study of Choice
Posted:
06 Oct 11
Last Revised:
17 Jan 13
256
(73,826)
3

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
139
(132,271)
10

7.  
Modeling Foreign Exchange Rates with Jumps | Show Abstract | Download This Paper |
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
127
(142,442)
4

8.  
Bayesian Semiparametric Stochastic Volatility Modeling | Show Abstract | Download This Paper |
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
108
(160,816)
3

9.  
Do Jumps Contribute to the Dynamics of the Equity Premium? | Show Abstract | Download This Paper |
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 - Jindal School of Management
Posted:
25 Jun 13
104
(165,227)
 

10.  
Bayesian Semiparametric Multivariate GARCH Modeling | Show Abstract | Download This Paper |
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
(242,215)
 

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
(248,653)
 

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
45
(262,393)
68

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
(277,585)
1

14.  
Risk, Return, and Volatility Feedback: A Bayesian Nonparametric Analysis | Show Abstract | Download This Paper |
FRB Atlanta Working Paper No. 2014-6
Number of Pages in PDF File: 38
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
04 Apr 15
22
(335,236)
 

15.  
Volatility Dynamics Under Duration-Dependent Mixing | Show Abstract | Download This Paper |
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
(388,614)
7

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
Citigroup 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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