Mark J. Jensen

Finance · with Maheu · 2010

A researcher in the Science corpus: 1 paper; trusts 19 researchers and is trusted by 5 researchers here, as inferred from the citation graph.

Subfields

• Finance — 11 citations into it; #5,175 of 10,518 by trust here, #8,309 by citations
• Statistics and Probability — 10 citations into it
• Artificial Intelligence — 9 citations into it; #18,159 of 35,345 by trust here, #29,412 by citations
• Economics and Econometrics — 8 citations into it

Whom Mark J. Jensen trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

1. Siddhartha Chib
2. Jim E. Griffin
3. Keisuke Hirano
4. Mark J. Jensen
5. Peter Müller
6. Subhashis Ghosal
7. Mark F. J. Steel
8. Jeff Fleming
9. Bjørn Eraker
10. Eric Jacquier

Who trusts Mark J. Jensen overall

1. Jim E. Griffin
2. Federico Bassetti
3. Mark F. J. Steel
4. Roberto Casarin
5. Francesco Ravazzolo
6. Martin Burda

Papers from Mark J. Jensen's perspective

Ordered by how strongly the researchers Mark J. Jensen trusts endorse each paper. Same corpus, a different order for every researcher.

1. Bayesian Density Estimation and Inference Using Mixtures
2. Markov chain Monte Carlo methods for stochastic volatility models
3. Semiparametric Bayes analysis of longitudinal data treatment models
4. The Impact of Jumps in Volatility and Returns
5. Order-Based Dependent Dirichlet Processes
6. Bayesian analysis of stochastic volatility models with fat-tails and correlated errors
7. Semiparametric Bayesian Inference for Stochastic Frontier Models
8. Estimating normal means with a conjugate style dirichlet process prior
9. On Leverage in a Stochastic Volatility Model
10. Semiparametric Bayesian Inference of Long‐Memory Stochastic Volatility Models

Their papers

• Bayesian semiparametric stochastic volatility modeling (2010) — 133 citations