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 11 77
Bayesian Stochastic Frontier Analysis Using WinBUGS 0 0 0 1,091 1 1 11 2,610
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes 0 0 0 49 0 0 20 376
Semiparametric Bayesian Inference for Stochastic Frontier Models 0 0 0 424 1 1 16 814
Total Working Papers 0 0 0 1,610 2 2 58 3,877

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 0 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 0 1 8 81
Bayesian nonparametric vector autoregressive models 0 1 1 30 0 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 0 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 1 6 28 234
Discussion of “Nonparametric Bayesian Inference in Applications”: Bayesian nonparametric methods in econometrics 0 0 0 9 0 0 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 0 1 11 175
Inference in Infinite Superpositions of Non-Gaussian Ornstein--Uhlenbeck Processes Using Bayesian Nonparametic Methods 0 0 0 9 0 1 5 62
Inference with non-Gaussian Ornstein-Uhlenbeck processes for stochastic volatility 0 0 1 103 0 1 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 2 2 9 266
Semiparametric Bayesian inference for stochastic frontier models 0 0 0 109 0 0 13 311
Stick-breaking autoregressive processes 0 0 0 36 0 1 15 184
Structuring shrinkage: some correlated priors for regression 0 0 0 8 0 0 5 44
Time-varying sparsity in dynamic regression models 1 1 2 75 1 2 15 215
Total Journal Articles 1 4 11 1,033 4 23 260 3,377

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Statistics updated 2026-09-10