Michael S. Johannes

Identifiers

• name variant Michael S. Johannes 0.60 · backfill

Papers (2)

1. Bayesian modeling and forecasting of 24-hour high-frequency volatility: A case study of the financial crisis stat.AP · 2012 · author #2
2. Particle Learning and Smoothing stat.ME · 2010 · author #2

Mentions

• 1211.2961 #2 · backfill · confidence 0.70 Michael S. Johannes
• 1011.1098 #2 · backfill · confidence 0.70 Michael S. Johannes

Frequent Coauthors

• Carlos M. Carvalho 1 shared papers
• Hedibert F. Lopes 1 shared papers
• Jonathan R. Stroud 1 shared papers
• Nicholas G. Polson 1 shared papers