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 2 3 68
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 2 6 9 2,605
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 5 6 21 362
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 3 3 6 802
Total Working Papers 0 0 0 1,610 11 17 39 3,837

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 1 1 1 35
Bayesian clustering of distributions in stochastic frontier analysis 0 0 0 23 1 1 3 74
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 18 0 1 2 75
Bayesian nonparametric vector autoregressive models 0 0 0 29 7 10 11 140
Bayesian stochastic frontier analysis using WinBUGS 0 0 0 213 1 2 5 648
Comparing distributions by using dependent normalized random-measure mixtures 1 1 1 4 4 5 6 23
Compound random measures and their use in Bayesian non-parametrics 0 0 0 0 0 2 2 20
Covariance measurement in the presence of non-synchronous trading and market microstructure noise 0 0 0 62 3 9 11 215
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 1 2 2 38
Flexible Modeling of Dependence in Volatility Processes 0 0 0 4 1 4 6 32
Flexible mixture modelling of stochastic frontiers 0 0 0 72 2 3 6 167
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 1 1 2 58
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 0 1 102 1 6 7 327
Modeling overdispersion with the normalized tempered stable distribution 0 0 0 11 1 4 4 71
On efficient Bayesian inference for models with stochastic volatility 0 0 1 6 2 2 6 26
Order-Based Dependent Dirichlet Processes 0 0 0 124 0 0 0 262
Sampling Returns for Realized Variance Calculations: Tick Time or Transaction Time? 0 0 1 102 1 1 3 259
Semiparametric Bayesian inference for stochastic frontier models 0 0 1 109 2 7 8 305
Stick-breaking autoregressive processes 0 0 0 36 0 3 3 172
Structuring shrinkage: some correlated priors for regression 0 0 0 8 1 3 5 42
Time-varying sparsity in dynamic regression models 0 0 3 73 2 5 16 205
Total Journal Articles 1 1 8 1,025 32 72 109 3,194

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Statistics updated 2026-01-09