Edit Profile (opens in new tab) Liechty, John C. Co-Author Distance Author ID: 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 all top 5 Co-Authors 0 single-authored 4 DeSarbo, Wayne S. 3 Fong, Duncan K. H. 2 Liechty, Merrill W. 2 Müller, Peter 2 Pieters, Rik 2 Wedel, Michel 1 Cheng, Wen 1 Costanzino, Nick 1 Coupland, Jennifer Chang 1 Haran, Murali 1 Harvey, Campbell R. 1 Mazzucato, Anna L. 1 Nistor, Victor 1 Park, Joonwook 1 Roberts, Gareth O. 1 Saxton, M. Kim 1 Tibbits, Matthew M. Serials 5 Psychometrika 2 Biometrika 1 Quantitative Finance 1 SIAM Journal on Financial Mathematics 1 Statistics and Computing all top 5 Fields 10 Statistics (62-XX) 2 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 1 Partial differential equations (35-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) 1 Computer science (68-XX) 1 Information and communication theory, circuits (94-XX) Publications by Year all cited Publications top 5 cited Publications 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 cited Publications top 5 cited Publications 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 all top 5 Cited in 20 Fields 83 Statistics (62-XX) 55 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 17 Probability theory and stochastic processes (60-XX) 16 Numerical analysis (65-XX) 13 Operations research, mathematical programming (90-XX) 6 Partial differential equations (35-XX) 3 Approximations and expansions (41-XX) 3 Computer science (68-XX) 2 Functional analysis (46-XX) 2 Operator theory (47-XX) 2 Calculus of variations and optimal control; optimization (49-XX) 1 History and biography (01-XX) 1 Linear and multilinear algebra; matrix theory (15-XX) 1 Differential geometry (53-XX) 1 Global analysis, analysis on manifolds (58-XX) 1 Mechanics of deformable solids (74-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Biology and other natural sciences (92-XX) 1 Systems theory; control (93-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year