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 7 11 77
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 0 3 12 2,609
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 1 4 22 376
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 1 5 16 813
Total Working Papers 0 0 0 1,610 3 19 61 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 1 1 12 0 4 7 41
Bayesian clustering of distributions in stochastic frontier analysis 0 0 0 23 0 4 10 82
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 0 2 7 80
Bayesian nonparametric vector autoregressive models 0 0 0 29 0 4 22 152
Bayesian stochastic frontier analysis using WinBUGS 0 0 0 213 0 3 13 657
Comparing distributions by using dependent normalized random-measure mixtures 0 0 1 4 0 2 12 29
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 0 2 7 25
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 1 1 63 2 10 24 228
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 1 3 8 44
Flexible Modeling of Dependence in Volatility Processes 0 0 0 4 0 5 14 40
Flexible mixture modelling of stochastic frontiers 0 0 0 72 1 6 13 174
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 0 5 61
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 1 1 1 103 5 12 29 350
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 11 0 3 13 80
On efficient Bayesian inference for models with stochastic volatility 0 0 1 6 0 3 9 32
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 3 7 264
Semiparametric Bayesian inference for stochastic frontier models 0 0 0 109 0 3 13 311
Stick-breaking autoregressive processes 0 0 0 36 1 7 14 183
Structuring shrinkage: some correlated priors for regression 0 0 0 8 0 0 5 44
Time-varying sparsity in dynamic regression models 0 1 3 74 1 6 19 213
Total Journal Articles 1 4 9 1,029 11 82 253 3,354

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Statistics updated 2026-06-04