Oil price shocks and economic growth: The volatility link von Maheu, John M., Song, Yong, Yang, Qiao

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Identification and forecasting of bull and bear markets using multivariate returns von Liu, Jia, Maheu, John M., Song, Yong

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Infinite Markov pooling of predictive distributions von Jin, Xin, Maheu, John M., Yang, Qiao

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Forecasting realized volatility: a Bayesian model-averaging approach von Liu, Chun, Maheu, John M.

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An infinite hidden Markov model with stochastic volatility von Li, Chenxing, Maheu, John M., Yang, Qiao

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A multivariate GARCH–jump mixture model von Li, Chenxing, Maheu, John M.

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Bayesian parametric and semiparametric factor models for large realized covariance matrices von Jin, Xin, Maheu, John M., Yang, Qiao

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Bayesian semiparametric modeling of realized covariance matrices von Jin, Xin, Maheu, John M.

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Improving Markov switching models using realized variance von Liu, Jia, Maheu, John M.

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News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns von Maheu, John M., McCurdy, Thomas H.

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An efficient Bayesian approach to multiple structural change in multivariate time series von Maheu, John M., Song, Yong

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Do high-frequency measures of volatility improve forecasts of return distributions? von Maheu, John M., McCurdy, Thomas H.

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An infinite hidden Markov model for short-term interest rates von Maheu, John M., Yang, Qiao

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Do jumps contribute to the dynamics of the equity premium? von Maheu, John M., McCurdy, Thomas H., Zhao, Xiaofei

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Bayesian Nonparametric Estimation of Ex Post Variance von Griffin, Jim, Liu, Jia, Maheu, John M.

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Bayesian semiparametric stochastic volatility modeling von Jensen, Mark J., Maheu, John M.

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Modeling covariance breakdowns in multivariate GARCH von Jin, Xin, Maheu, John M.

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Modeling Realized Covariances and Returns von Jin, X., Maheu, J. M.

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Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture von Jensen, Mark J., Maheu, John M.

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Bull and bear markets during the COVID-19 pandemic von Maheu, John M., McCurdy, Thomas H., Song, Yong

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