Dr. John Maheu

Professor / Business Research Chair

Department / Academic Area

Faculty, Finance And Business Economics

Email

maheujm@mcmaster.ca

Phone

Articles

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

John Maheu Uses Forecasting to Inform Financial Decisions

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

Modeling Ex Post Variance Jumps: Implications For Density And Tail Risk Forecasting

John Maheu Efthimios Nikolakopoulos

Journal 2025

Quantitative Finance

The Role Of Macro-finance Factors In Predicting Stock Market Volatility: A Latent Threshold Dynamic Model

John Maheu Azam shamsi Zamenjani

Journal 2025

Journal Of Empirical Finance

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

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

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