| Oil price shocks and economic growth: The volatility link JM Maheu, Y Song, Q Yang International Journal of Forecasting 36 (2), 570-587, 2020 | 46 | 2020 |
| An infinite hidden Markov model for short-term interest rates JM Maheu, Q Yang Journal of Empirical Finance 38, 202-220, 2016 | 38 | 2016 |
| Bayesian parametric and semiparametric factor models for large realized covariance matrices X Jin, JM Maheu, Q Yang Journal of Applied Econometrics 34 (5), 641-660, 2019 | 22 | 2019 |
| Stock returns and real growth: A Bayesian nonparametric approach Q Yang Journal of Empirical Finance 53, 53-69, 2019 | 17 | 2019 |
| Infinite Markov pooling of predictive distributions X Jin, JM Maheu, Q Yang Journal of Econometrics 228 (2), 302-321, 2022 | 7 | 2022 |
| An infinite hidden Markov model with stochastic volatility C Li, JM Maheu, Q Yang Journal of Forecasting, 2022 | 1 | 2022 |
| Does the Choice of Realized Covariance Measures Empirically Matter? A Bayesian Density Prediction Approach X Jin, J Liu, Q Yang Econometrics 9 (4), 2021 | 1 | 2021 |
| An Infinite Hidden Markov Model with Stochastic Volatility JM Maheu, Q Yang ShanghaiTech SEM Working Paper, 2022 | | 2022 |
| A Bayesian Semiparametric Stochastic Volatility Model with Markovian Mixtures C Li, JM Maheu, Q Yang | | 2020 |
| SHANGHAITECH SEM WORKING PAPER SERIES No. 2018-004 JM Maheu, Y Song, Q Yang | | 2017 |
| Bayesian Applications in Financial Econometrics Q Yang University of Toronto (Canada), 2016 | | 2016 |
John M MaheuDeGroote School of Business, McMaster UniversityVerified email at mcmaster.ca
