Chris Mellen

Identifiers

• name variant Chris Mellen 0.60 · backfill

Papers (2)

1. Bayesian Cointegrated Vector Autoregression models incorporating Alpha-stable noise for inter-day price movements via Approximate Bayesian Computation q-fin.ST · 2010 · author #4
2. Model Selection and Adaptive Markov chain Monte Carlo for Bayesian Cointegrated VAR model q-fin.CP · 2010 · author #4

Mentions

• 1008.0149 #4 · backfill · confidence 0.70 Chris Mellen
• 1004.3830 #4 · backfill · confidence 0.70 Chris Mellen

Frequent Coauthors

• Ben Lasscock 2 shared papers
• Gareth W. Peters 2 shared papers
• Balakrishnan B. Kannan 1 shared papers
• Balakrishnan Kannan 1 shared papers
• Simon Godsill 1 shared papers