King's College London

Research portal

Dr Maria Kalli

  1. Bayesian nonparametric methods for financial and macroeconomic time series analysis

    Kalli, M., 1 Jan 2020, Flexible Bayesian Regression Modelling. Smith, M., Nott, D., Fan, Y. & Dorset Bernadette, J. L. (eds.). 1 ed. Elsevier, 30 p.

    Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

  2. Bayesian nonparametric vector autoregressive models

    Kalli, M. & Griffin, J., 1 Apr 2018, In: JOURNAL OF ECONOMETRICS. 203, 2, p. 267-282 16 p.

    Research output: Contribution to journalArticlepeer-review

  3. Flexible Modelling of Dependence in Volatility Processes

    Kalli, M. & Griffin, J., 1 Jan 2015, In: Journal of Business and Economic Statistics. 33, 1, p. 102-113 12 p.

    Research output: Contribution to journalArticlepeer-review

  4. Time Varying Sparsity in dynamic regression models

    Kalli, M. & Griffin, J., 8 Nov 2013, (E-pub ahead of print) In: JOURNAL OF ECONOMETRICS. 178, 2

    Research output: Contribution to journalArticlepeer-review

  5. Modelling the Conditional Distribution of Daily Stock Index Returns : An Alternative Bayesian Semiparametric Model

    Kalli, M., Walker, S. & Damien, P., 1 Oct 2013, In: Journal of Business and Economic Statistics. 31, 4, p. 371-383 13 p.

    Research output: Contribution to journalArticlepeer-review

  6. Slice Sampling Mixture Models

    Kalli, M., Griffin, J. & Walker, S., 1 Jan 2011, In: STATISTICS AND COMPUTING. 21, p. 93-105 13 p.

    Research output: Contribution to journalArticlepeer-review

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