Mark J. Jensen

Available identifiers

zbMath Open jensen.mark-jMaRDI QIDQ736525

List of research outcomes

Publication	Date of Publication	Type
Robust estimation of nonstationary, fractionally integrated, autoregressive, stochastic volatility	2023-03-30	Paper
Bayesian nonparametric learning of how skill is distributed across the mutual fund industry	2022-07-15	Paper
Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors	2019-04-30	Paper
Bayesian semiparametric stochastic volatility modeling	2016-08-04	Paper
Estimating a semiparametric asymmetric stochastic volatility model with a Dirichlet process mixture	2014-08-07	Paper
Bayesian semiparametric multivariate GARCH modeling	2014-04-04	Paper
An Approximate Wavelet MLE of Short- and Long-Memory Parameters	2006-01-27	Paper
Long Memory Inflationary Dynamics: The Case of Brazil	2006-01-27	Paper
Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models	2005-05-20	Paper
A single-blind controlled competition among tests for nonlinearity and chaos	2003-04-21	Paper
An alternative maximum likelihood estimator of long-memory processes using compactly supported wavelets	2000-06-04	Paper
CAPM RISK ADJUSTMENT FOR EXACT AGGREGATION OVER FINANCIAL ASSETS	1999-03-16	Paper
RESEARCH IN ECONOMETRIC THEORY: QUANTITATIVE AND QUALITATIVE PRODUCTIVITY RANKINGS	1999-01-01	Paper
Revisiting the flexibility and regularity properties of the asymptotically ideal production model	1998-06-11	Paper
A homotopy approach to solving nonlinear rational expectation problems	1997-07-15	Paper
https://portal.mardi4nfdi.de/entity/Q3838956	1996-01-01	Paper
A monte carlo study on two methods of calculating the mle's covariance matrix in a seemingly unrelated nonlinear regression.*	1995-12-13	Paper

Research outcomes over time

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