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Maheu, John M.


 SSRN Author Rank: 9,214 by Downloads
 

McMaster University - Michael G. DeGroote School of Business


 1280 Main Street West
 Hamilton, L8S 4M4 Ontario
 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
2,851
Total
Citations
160
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
1,107
(9,399)
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
341
(48,330)
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
279
(61,097)
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
(63,095)
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
216
(80,236)
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
138
(121,573)
10

7.  
Modeling Foreign Exchange Rates with Jumps | Show Abstract | Download |
FORECASTING IN THE PRESENCE OF STRUCTURAL BREAKS AND MODEL UNCERTAINTY, David E. Rapach, Mark E. Wohar, eds., Elsevier, Forthcoming
Accepted Paper Series
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
117
(138,686)
4

8.  
Bayesian Semiparametric Stochastic Volatility Modeling | Show Abstract | Download |
Federal Reserve Bank of Atlanta Working Paper No. 2008-15
Working Paper Series
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
02 Jul 08
102
(153,219)
3

9.  
Do Jumps Contribute to the Dynamics of the Equity Premium? | Show Abstract | Download |
Journal of Financial Economics (JFE), Forthcoming, Rotman School of Management Working Paper No. 2284276
Accepted Paper Series
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 Toronto - Rotman School of Management
Posted:
25 Jun 13
87
(170,492)
 

10.  
Bayesian Semiparametric Multivariate GARCH Modeling | Show Abstract | Download |
FRB Atlanta Working Paper Series No. 2012-9
Working Paper Series
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
08 Aug 12
52
(225,690)
 

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
50
(229,710)
 

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
44
(242,611)
69

13.  
Jensen, Mark J.
Federal Reserve Bank of Atlanta
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
16 May 12
38
(256,476)
1

14.  
Volatility Dynamics Under Duration-Dependent Mixing | Show Abstract | Download |
Journal of Empirical Finance, Vol. 7, 2000
Accepted Paper Series
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
9
(359,977)
6

15.  
Forecasting Volatility in the Presence of Model Instability | Show Abstract |
Australian & New Zealand Journal of Statistics, Vol. 52, No. 2, pp. 221–237, 2010
Accepted Paper Series
Reeves, Jonathan J.
Australian School of Business, University of New South Wales
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Xie, Xuan
Citigroup Australia
Posted:
25 Aug 10
 

16.  
Are There Structural Breaks in Realized Volatility? | Show Abstract |
Journal of Financial Econometrics, Vol. 6, Issue 3, pp. 326-360, 2008
Accepted Paper Series
Liu, Chun
Tsinghua University - School of Economics and Management
Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
Posted:
17 Jun 08
 

17.  
Conditional Jump Dynamics in Stock Market Returns | Show Abstract |
Journal of Business & Economic Statistics, Vol. 20, pp. 377-389, 2002
Accepted Paper Series
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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