Research output per year
Research output per year
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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.
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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
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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
37 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 Access9 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
16 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
43 Citations (Scopus)