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 2 3 7 2,601
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 0 0 15 356
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 0 1 3 799
Total Working Papers 0 0 0 1,610 2 4 26 3,822

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 0 3 73
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 1 2 3 75
Bayesian nonparametric vector autoregressive models 0 0 0 29 0 0 1 130
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 0 1 18
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 1 1 1 19
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 0 0 62 2 4 5 208
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 1 1 1 37
Flexible Modeling of Dependence in Volatility Processes 0 0 0 4 1 3 3 29
Flexible mixture modelling of stochastic frontiers 0 0 1 72 1 1 5 165
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 3 3 5 324
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 11 2 2 2 69
On efficient Bayesian inference for models with stochastic volatility 0 1 1 6 0 1 4 24
Order-Based Dependent Dirichlet Processes 0 0 1 124 0 0 2 262
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 0 1 1 102 0 1 2 258
Semiparametric Bayesian inference for stochastic frontier models 0 0 1 109 3 3 5 301
Stick-breaking autoregressive processes 0 0 0 36 2 2 3 171
Structuring shrinkage: some correlated priors for regression 0 0 0 8 1 1 3 40
Time-varying sparsity in dynamic regression models 0 1 4 73 2 6 15 202
Total Journal Articles 0 3 10 1,024 20 32 68 3,142

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Statistics updated 2025-11-08