Mark J. Jensen - Central Bank Research Hub

Papers by year: All | 2012 | 2008 | 2006

Title Other author(s)

Bayesian Semiparametric Multivariate GARCH Modeling

Atlanta Fed Working papers [View] (Paper: 2012-09, 23.07.2012)

JEL: C11, C14, C53, C58

Estimating a Semiparametric Asymmetric Stochastic Volatility Model with a Dirichlet Process Mixture

Atlanta Fed Working papers [View] (Paper: 2012-06, 28.04.2012)

JEL: C11, C14, C53, C58

Bayesian Semiparametric Stochastic Volatility Modeling

Atlanta Fed Working papers [View] (Paper: 2008-15, 13.06.2008)

The Long-Run Fisher Effect: Can It Be Tested?

Atlanta Fed Working papers [View] (Paper: 2006-11, 05.10.2006)

Papers by year: All | 2012 | 2008 | 2006