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Anthony Osuntuyi

Obafemi Awolowo University (from arXiv:2012.14693, 2020) · OpenAlex

4 papers in scope · 3 published · 1 on the econ.EM arXiv · 105 citations · h-index 4 (over the papers listed here)

Related authors

The 20 authors closest to this one in our weighted citation graph, most related first.

  1. Andrea Bastianin
  2. Graziano Moramarco
  3. Emanuele Bacchiocchi
  4. Malcolm Mistry
  5. Enrica De Cian
  6. Monica Billio
  7. Roberto Casarin
  8. Luca Rossini
  9. Toru Kitagawa
  10. Claudia Foroni
  11. Marco Zoso
  12. Wenying Yao
  13. Thomas T. Yang
  14. Henrique F. Pires
  15. Francesco Ravazzolo
  16. Anirban Sengupta
  17. Y. Kuang
  18. Rong Chen
  19. Donia Besher
  20. Lorenzo Tonni

Proximity is measured over citations between two papers we both hold, weighted by how heavily one leans on the other, and is symmetric — it does not distinguish citing from being cited. Authors without a profile here are skipped, and a genuinely close colleague can be missing simply because their work is not in our arXiv corpus. Method: docs/06-citations-pipeline.md.

Papers

(1 of 4)

Bayesian Nonparametric Panel Markov-Switching GARCH Models
published2023 · Journal of Business and Economic Statistics · 5 citations · first circulated 2020
with Roberto Casarin, Mauro Costantini
working paper2020 · arXiv · 6 citations
with Monica Billio, Roberto Casarin, Enrica De Cian, Malcolm Mistry, Ayokunle Anthony Osuntuyi
Markov switching GARCH models for Bayesian hedging on energy futures markets
published2017 · Energy Economics · 58 citations · first circulated 2013
with Monica Billio, Roberto Casarin, Ayokunle Anthony Osuntuyi
Efficient Gibbs sampling for Markov switching GARCH models
published2014 · Computational Statistics & Data Analysis · 36 citations · first circulated 2012
with Monica Billio, Roberto Casarin, Ayokunle Anthony Osuntuyi

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.