Access Statistics for Jim Edward Griffin

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Nonparametric Estimation of Ex-post Variance 0 0 0 46 0 0 1 66
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 0 1 5 2,599
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 0 1 15 356
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 1 1 3 799
Total Working Papers 0 0 0 1,610 1 3 24 3,820

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Bayesian semiparametric model for volatility with a leverage effect 0 0 0 11 0 0 0 34
Bayesian clustering of distributions in stochastic frontier analysis 0 0 0 23 0 1 3 73
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 1 1 2 74
Bayesian nonparametric vector autoregressive models 0 0 0 29 0 0 2 130
Bayesian stochastic frontier analysis using WinBUGS 0 0 0 213 0 0 3 646
Comparing distributions by using dependent normalized random-measure mixtures 0 0 0 3 0 1 1 18
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 0 0 0 18
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 0 0 62 0 2 4 206
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 0 0 0 36
Flexible Modeling of Dependence in Volatility Processes 0 0 0 4 2 2 2 28
Flexible mixture modelling of stochastic frontiers 0 0 1 72 0 3 4 164
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 1 1 57
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 0 1 102 0 0 2 321
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 11 0 0 0 67
On efficient Bayesian inference for models with stochastic volatility 1 1 1 6 1 1 4 24
Order-Based Dependent Dirichlet Processes 0 0 2 124 0 0 3 262
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 1 1 1 102 1 1 3 258
Semiparametric Bayesian inference for stochastic frontier models 0 0 1 109 0 0 2 298
Stick-breaking autoregressive processes 0 0 1 36 0 0 2 169
Structuring shrinkage: some correlated priors for regression 0 0 0 8 0 0 3 39
Time-varying sparsity in dynamic regression models 0 1 5 73 0 5 17 200
Total Journal Articles 2 3 13 1,024 5 18 58 3,122

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage statistics for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-10-06