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Author ID: liechty.john-c Recent zbMATH articles by "Liechty, John C."
Published as: Liechty, John; Liechty, John C.
Documents Indexed: 11 Publications since 2001
Co-Authors: 17 Co-Authors with 11 Joint Publications
478 Co-Co-Authors

Publications by Year

Citations contained in zbMATH Open

9 Publications have been cited 131 times in 126 Documents Cited by Year
Portfolio selection with higher moments. Zbl 1195.91181
Harvey, Campbell R.; Liechty, John C.; Liechty, Merrill W.; Müller, Peter
50
2010
Bayesian correlation estimation. Zbl 1132.62314
Liechty, John C.; Liechty, Merrill W.; Müller, Peter
33
2004
Closed-form asymptotics and numerical approximations of 1D parabolic equations with applications to option pricing. Zbl 1242.35131
Cheng, Wen; Costanzino, Nick; Liechty, John; Mazzucato, Anna; Nistor, Victor
12
2011
Markov chain Monte Carlo methods for switching diffusion models. Zbl 0984.62060
Liechty, John C.; Roberts, Gareth O.
7
2001
Global and local covert visual attention: evidence from a Bayesian hidden Markov model. Zbl 1306.62468
Liechty, John; Pieters, Rik; Wedel, Michel
6
2003
Evolutionary preference/utility functions: a dynamic perspective. Zbl 1306.62402
Desarbo, Wayne S.; Fong, Duncan K. H.; Liechty, John; Coupland, Jennifer Chang
6
2005
A hierarchical Bayesian multidimensional scaling methodology for accommodating both structural and preference heterogeneity. Zbl 1301.62123
Park, Joonwook; DeSarbo, Wayne S.; Liechty, John
6
2008
Parallel multivariate slice sampling. Zbl 1253.60082
Tibbits, Matthew M.; Haran, Murali; Liechty, John C.
6
2011
A hierarchical Bayesian procedure for two-mode cluster analysis. Zbl 1306.62403
Desarbo, Wayne S.; Fong, Duncan K. H.; Liechty, John; Saxton, M. Kim
5
2004
Closed-form asymptotics and numerical approximations of 1D parabolic equations with applications to option pricing. Zbl 1242.35131
Cheng, Wen; Costanzino, Nick; Liechty, John; Mazzucato, Anna; Nistor, Victor
12
2011
Parallel multivariate slice sampling. Zbl 1253.60082
Tibbits, Matthew M.; Haran, Murali; Liechty, John C.
6
2011
Portfolio selection with higher moments. Zbl 1195.91181
Harvey, Campbell R.; Liechty, John C.; Liechty, Merrill W.; Müller, Peter
50
2010
A hierarchical Bayesian multidimensional scaling methodology for accommodating both structural and preference heterogeneity. Zbl 1301.62123
Park, Joonwook; DeSarbo, Wayne S.; Liechty, John
6
2008
Evolutionary preference/utility functions: a dynamic perspective. Zbl 1306.62402
Desarbo, Wayne S.; Fong, Duncan K. H.; Liechty, John; Coupland, Jennifer Chang
6
2005
Bayesian correlation estimation. Zbl 1132.62314
Liechty, John C.; Liechty, Merrill W.; Müller, Peter
33
2004
A hierarchical Bayesian procedure for two-mode cluster analysis. Zbl 1306.62403
Desarbo, Wayne S.; Fong, Duncan K. H.; Liechty, John; Saxton, M. Kim
5
2004
Global and local covert visual attention: evidence from a Bayesian hidden Markov model. Zbl 1306.62468
Liechty, John; Pieters, Rik; Wedel, Michel
6
2003
Markov chain Monte Carlo methods for switching diffusion models. Zbl 0984.62060
Liechty, John C.; Roberts, Gareth O.
7
2001
all top 5

Cited by 282 Authors

7 DeSarbo, Wayne S.
4 Fong, Duncan K. H.
4 Nadarajah, Saralees
3 Adcock, C. J.
3 Daniels, Michael J.
3 Liechty, John C.
3 Mallick, Bani K.
3 Nistor, Victor
3 Pascucci, Andrea
3 Pieters, Rik
3 Pirjol, Dan
3 Pourahmadi, Mohsen
3 Wedel, Michel
3 Zhu, Lingjiong
2 Bodnar, Taras
2 Boudt, Kris
2 Capponi, Agostino
2 Chen, Zhe
2 Fabozzi, Frank J.
2 Gatheral, Jim
2 Kim, Sunghoon
2 Lassance, Nathan
2 Liu, Qingfu
2 Mazzucato, Anna L.
2 Okada, Kensuke
2 Pagliarani, Stefano
2 Park, Joonwook
2 Raftery, Adrian E.
2 Schmid, Wolfgang
2 Wang, Tai-Ho
1 Álvarez de Toledo, Pablo
1 An, Yunbi
1 Anatolyev, Stanislav
1 Arnold, Richard A.
1 Ashfaq, Saira
1 Atalay, A. Selin
1 Ayub, Usman
1 Azose, Jonathan J.
1 Baladandayuthapani, Veerabhadran
1 Bennett, Christopher J.
1 Berger, James Orvis
1 Berliner, L. Mark
1 Bernstein, Jason
1 Blanchard, Simon J.
1 Bo, Lijun
1 Bottolo, Leonardo
1 Bouganis, Christos-Savvas
1 Briec, Walter
1 Brito, Rui Pedro
1 Bufalo, Michele
1 Bunn, Derek W.
1 Caçador, Sandra
1 Cai, Bo
1 Carroll, Raymond James
1 Carter, Christopher K.
1 Chan, Raymond Hon-Fu
1 Chan, Stephen Chi-fai
1 Chan, Wai-Sum
1 Chen, Ling
1 Cheng, Wen
1 Cheung, Keith C. K.
1 Chevalier, Guillaume
1 Chhatwal, Jasmeer P.
1 Chow, Sheung Chi
1 Constantinescu, Radu D.
1 Coombes, Kevin R.
1 Coqueret, Guillaume
1 Cornford, Dan
1 Cornilly, Dries
1 Costanzino, Nick
1 Côté, Marie-Pier
1 Cruz-Cano, Raul
1 Cvitanić, Jakša
1 da Silva Ferreira, Clécio
1 Davies, Michael A.
1 Day, Gregory S.
1 De, Swarup
1 Dean, Angela M.
1 Delgado Pineda, Miguel
1
1 Dunson, David Brian
1 Ebbes, Peter
1 Elias, Gabriel A.
1 Elrod, Chris
1 Elrod, Terry
1 Engler, David A.
1 Fagan, Anne M.
1 Faria, Álvaro E. jun.
1 Feng, Gary
1 Fernández, Daniel
1 Figueroa-López, José E.
1 Filomena, Tiago Pascoal
1 Fortin, Norbert J.
1 Fosdick, Bailey K.
1 Fricks, John
1 Frigessi, Arnoldo
1 Gan, Quan
1 Gao, Feng
1 García-Zattera, María José
1 Genest, Christian
...and 182 more Authors
all top 5

Cited in 62 Serials

12 Psychometrika
9 European Journal of Operational Research
7 Quantitative Finance
6 Annals of Operations Research
6 Computational Statistics and Data Analysis
5 Journal of Econometrics
5 The Annals of Applied Statistics
4 Journal of Multivariate Analysis
4 International Journal of Theoretical and Applied Finance
3 Journal of Mathematical Psychology
3 Journal of Applied Statistics
3 Journal of Statistical Theory and Practice
3 Bayesian Analysis
2 Journal of Statistical Planning and Inference
2 Statistical Science
2 Journal of Economic Dynamics & Control
2 International Transactions in Operational Research
2 Mathematical Finance
1 The American Statistician
1 Journal of Mathematical Analysis and Applications
1 Journal of Mathematical Physics
1 Metrika
1 Physica A
1 Scandinavian Journal of Statistics
1 Chaos, Solitons and Fractals
1 The Annals of Statistics
1 Biometrics
1 Journal of the American Statistical Association
1 Journal of Computational and Applied Mathematics
1 Journal of Optimization Theory and Applications
1 Metron
1 SIAM Journal on Control and Optimization
1 Insurance Mathematics & Economics
1 Operations Research Letters
1 Journal of Time Series Analysis
1 Applied Numerical Mathematics
1 Statistics
1 International Journal of Approximate Reasoning
1 The Annals of Applied Probability
1 Journal of Global Optimization
1 Computational Statistics
1 Communications in Statistics. Theory and Methods
1 Journal of Statistical Computation and Simulation
1 SIAM Journal on Applied Mathematics
1 Test
1 Bernoulli
1 Finance and Stochastics
1 CEJOR. Central European Journal of Operations Research
1 Probability in the Engineering and Informational Sciences
1 Brazilian Journal of Probability and Statistics
1 Scandinavian Actuarial Journal
1 Central European Journal of Mathematics
1 Hacettepe Journal of Mathematics and Statistics
1 Journal of Industrial and Management Optimization
1 Journal of the Korean Statistical Society
1 Mathematics and Financial Economics
1 Discrete and Continuous Dynamical Systems. Series S
1 SIAM Journal on Financial Mathematics
1 Journal of Computational and Graphical Statistics
1 Journal of Agricultural, Biological, and Environmental Statistics
1 Annals of Finance
1 Journal of Theoretical Biology

Citations by Year