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Jensen, Mark J.'s
Scholarly Papers
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Aggregate Statistics |
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Total
Downloads
774 |
Total
Citations
9 |
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1.
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Jensen, Mark J.
Federal Reserve Bank of Atlanta
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322
(44,327)
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1
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Long-memory, Markov chain Monte Carlo, Metropolis-Hastings, Semiparametric, Stochastic volatility, Wavelets
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2.
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Jensen, Mark J.
Federal Reserve Bank of Atlanta
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253
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2
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Fisher effect, fractional integration, long memory
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3.
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Jensen, Mark J.
Federal Reserve Bank of Atlanta Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
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101
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2
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Bayesian nonparametrics, Dirichlet process mixture prior, Markov chain Monte Carlo, mixture models, stochastic volatility
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4.
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Jensen, Mark J.
Federal Reserve Bank of Atlanta Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
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45
(209,726)
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Bayesian nonparametrics, cumulative Bayes factor, Dirichlet process mixture, forecasting, infinite mixture model, MCMC, slice sampler
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5.
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Jensen, Mark J.
Federal Reserve Bank of Atlanta Maheu, John M.
McMaster University - Michael G. DeGroote School of Business
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38
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1
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Bayesian nonparametrics, cumulative Bayes factor, Dirichlet process mixture, infinite mixture model, leverage effect, marginal likelihood, MCMC, non-normal, stochastic volatility, volatility-return relationship
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6.
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Jensen, Mark J.
Federal Reserve Bank of Atlanta
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15
(292,891)
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3
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Records 1 -
6
of 6 matches
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1
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