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 1 11 77
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 0 0 11 2,609
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 0 1 20 376
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 0 1 15 813
Total Working Papers 0 0 0 1,610 0 3 57 3,875

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 1 12 1 1 8 42
Bayesian clustering of distributions in stochastic frontier analysis 0 0 0 23 0 0 9 82
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 1 1 8 81
Bayesian nonparametric vector autoregressive models 0 1 1 30 2 4 26 156
Bayesian stochastic frontier analysis using WinBUGS 0 0 0 213 0 0 11 657
Comparing distributions by using dependent normalized random-measure mixtures 0 0 1 4 2 2 13 31
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 0 0 7 25
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 1 2 64 3 7 29 233
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 0 1 8 44
Flexible Modeling of Dependence in Volatility Processes 0 0 0 4 0 0 14 40
Flexible mixture modelling of stochastic frontiers 0 0 0 72 1 2 11 175
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 1 6 62
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 1 1 103 1 6 30 351
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 11 0 0 13 80
On efficient Bayesian inference for models with stochastic volatility 0 1 2 7 0 1 10 33
Order-Based Dependent Dirichlet Processes 0 0 0 124 0 0 2 264
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 0 0 1 102 0 0 7 264
Semiparametric Bayesian inference for stochastic frontier models 0 0 0 109 0 0 13 311
Stick-breaking autoregressive processes 0 0 0 36 1 2 15 184
Structuring shrinkage: some correlated priors for regression 0 0 0 8 0 0 5 44
Time-varying sparsity in dynamic regression models 0 0 2 74 1 2 18 214
Total Journal Articles 0 4 11 1,032 13 30 263 3,373

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Statistics updated 2026-08-07