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Dr. John Maheu

Professor / Business Research Chair

Department / Academic Area

Faculty, Finance And Business Economics

Email

maheujm@mcmaster.ca

Phone

DSB: 26198

Available to Supervise PhD

Finance and Business Economics

Articles

November 16, 2021 · FORECASTING | JOHN MAHEU | RESEARCH | STOCK MARKET

John Maheu Uses Forecasting to Inform Financial Decisions

A group of 11 DeGroote researchers in business attire, featuring the SSHRC CRSH logo prominently displayed.
July 9, 2020 · BRIAN DETLOR | GORAN CALIC | JENNA EVANS | JOHN MAHEU | KATYA MALINOVA | KEVIN VEENSTRA | MARYAM GHASEMAGHAEI | RESEARCH | RICK HACKETT | SASH VAID | SEAN O'BRADY | SSHRC | YANG PAN

The DeGroote School of Business Celebrates SSHRC Grant Success

Publications

Journals

An Infinite Hidden Markov Model With Stochastic Volatility

Chenxing Li    John Maheu    Qiao Yang

Journal     2024

Journal Of Forecasting

Identification And Forecasting Of Bull And Bear Markets Using Multivariate Returns

Jia Liu    John Maheu    Yong Song

Journal     2024

Journal Of Applied Econometrics

Bayesian Forecasting In Economics And Finance: A Modern Review

Gael m Martin    David t Frazier    Worapree Maneesoonthorn    Rubén Loaiza-maya    Florian Huber    Gary Koop    John Maheu    Didier Nibbering    Anastasios Panagiotelis

Journal     2024

International Journal Of Forecasting

A Multivariate Garch–jump Mixture Model

Chenxing Li    John Maheu

Journal     2024

Journal Of Forecasting

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Other

Bayesian Forecasting In Economics And Finance: A Modern Review

Gael m Martin    David t Frazier    Worapree Maneesoonthorn    Ruben Loaiza-maya    Florian Huber    Gary Koop    John Maheu    Didier Nibbering    Anastasios Panagiotelis

2022

An Infinite Hidden Markov Model With Stochastic Volatility

John m Chenxing    John Maheu     Yang

2022

Bayesian Nonparametric Estimation Of Ex Post Variance*

Jim Griffin    Jia Liu    John Maheu

2021

Nonparametric Dynamic Conditional Beta*

John Maheu    Azam shamsi Zamenjani

2021

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Tags:   DISTINGUISHED BUSINESS RESEARCH PROFESSOR FINANCE AND BUSINESS ECONOMICS FULL TIME FACULTY JOHN MAHEU