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 1 3 5 70
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 0 3 9 2,606
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 5 15 31 372
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 2 9 12 808
Total Working Papers 0 0 0 1,610 8 30 57 3,856

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 3 3 37
Bayesian clustering of distributions in stochastic frontier analysis 0 0 0 23 2 5 6 78
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 0 3 5 78
Bayesian nonparametric vector autoregressive models 0 0 0 29 2 15 19 148
Bayesian stochastic frontier analysis using WinBUGS 0 0 0 213 0 7 11 654
Comparing distributions by using dependent normalized random-measure mixtures 0 1 1 4 0 8 10 27
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 1 3 5 23
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 0 0 62 0 6 14 218
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 0 4 5 41
Flexible Modeling of Dependence in Volatility Processes 0 0 0 4 1 4 9 35
Flexible mixture modelling of stochastic frontiers 0 0 0 72 0 3 7 168
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 4 5 61
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 0 0 102 3 12 17 338
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 11 1 7 10 77
On efficient Bayesian inference for models with stochastic volatility 0 0 1 6 0 5 9 29
Order-Based Dependent Dirichlet Processes 0 0 0 124 1 2 2 264
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 0 0 1 102 1 3 4 261
Semiparametric Bayesian inference for stochastic frontier models 0 0 1 109 0 5 11 308
Stick-breaking autoregressive processes 0 0 0 36 0 4 7 176
Structuring shrinkage: some correlated priors for regression 0 0 0 8 0 3 5 44
Time-varying sparsity in dynamic regression models 0 0 3 73 1 4 16 207
Total Journal Articles 0 1 7 1,025 13 110 180 3,272

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Statistics updated 2026-03-04