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 2 66
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 0 1 4 2,598
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 1 49 1 2 16 356
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 1 424 0 1 3 798
Total Working Papers 0 0 2 1,610 1 4 25 3,818

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 1 1 3 73
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 0 0 1 73
Bayesian nonparametric vector autoregressive models 0 0 0 29 0 1 3 130
Bayesian stochastic frontier analysis using WinBUGS 0 0 1 213 0 2 5 646
Comparing distributions by using dependent normalized random-measure mixtures 0 0 0 3 1 1 1 18
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 0 0 1 18
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 0 0 62 0 0 4 204
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 0 0 0 26
Flexible mixture modelling of stochastic frontiers 0 0 1 72 3 3 4 164
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 0 0 56
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 0 1 102 0 0 3 321
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 0 0 0 5 0 1 3 23
Order-Based Dependent Dirichlet Processes 0 0 2 124 0 0 3 262
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 0 0 0 101 0 0 2 257
Semiparametric Bayesian inference for stochastic frontier models 0 0 1 109 0 0 2 298
Stick-breaking autoregressive processes 0 0 2 36 0 0 3 169
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 72 1 3 14 196
Total Journal Articles 0 1 13 1,021 6 12 55 3,110

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Statistics updated 2025-08-05