John M. Maheu

Publication Activity (10 Years)

Years Active: 2010-2016
Publications (10 Years): 1

Top Topics

Bayesian Methods

Statistical Model

Top Venues

Comput. Stat. Data Anal.

Publications

Luc Bauwens, Gary Koop, John M. Maheu, Yasuhiro Omori
Special issue on Bayesian econometrics. Comput. Stat. Data Anal. 100 (2016)
Erricos John Kontoghiorghes, Herman K. van Dijk, David A. Belsley, Tim Bollerslev, Francis X. Diebold, Jean-Marie Dufour, Robert F. Engle, Andrew Harvey, Siem Jan Koopman, Hashem Pesaran, Peter C. B. Phillips, Richard J. Smith, Mike West, Qiwei Yao, Alessandra Amendola, Monica Billio, Cathy W. S. Chen, Carl Chiarella, Ana Colubi, Manfred Deistler, Christian Francq, Marc Hallin, Eric Jacquier, Kenneth Judd, Gary Koop, Helmut Lütkepohl, James G. MacKinnon, Stefan Mittnik, Yasuhiro Omori, D. S. G. Pollock, Tommaso Proietti, Jeroen V. K. Rombouts, Olivier Scaillet, Willi Semmler, Mike K. P. So, Mark F. J. Steel, Robert Taylor, Elias Tzavalis, Jean-Michel Zakoian, H. Peter Boswijk, Alessandra Luati, John M. Maheu
CFEnetwork: The Annals of Computational and Financial Econometrics: 2nd Issue. Comput. Stat. Data Anal. 76 (2014)
Zhongfang He, John M. Maheu
Real time detection of structural breaks in GARCH models. Comput. Stat. Data Anal. 54 (11) (2010)