Research output per year
Research output per year
Fingerprint
Dive into the research topics where Maria Kalli is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 1 Similar Profiles
-
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 proceeding › Chapter › peer-review
-
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 journal › Article › peer-review
24 Citations (Scopus) -
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 journal › Article › peer-review
Open Access7 Citations (Scopus) -
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 journal › Article › peer-review
10 Citations (Scopus) -
Time Varying Sparsity in dynamic regression models
Kalli, M. & Griffin, J., 8 Nov 2013, (E-pub ahead of print) In: JOURNAL OF ECONOMETRICS. 178, 2Research output: Contribution to journal › Article › peer-review
34 Citations (Scopus)