Ayokunle Anthony OSUNTUYI

Position
Adjunct Professor
E-mail
ayokunle.osuntuyi@unive.it
Scientific sector (SSD)
ECONOMETRIA [SECS-P/05]
Website
www.unive.it/people/ayokunle.osuntuyi (personal record)

Publications

Anno Tipologia Pubblicazione
Anno Tipologia Pubblicazione
2024 Articolo su rivista Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models in JOURNAL OF BUSINESS & ECONOMIC STATISTICS, vol. 41, pp. 135-146 (ISSN 0735-0015)
DOI - Scheda ARCA: 10278/5021362
2022 Articolo su rivista Casarin, R; Maillet, BB; Osuntuyi, A Monte carlo within simulated annealing for integral constrained optimizations in ANNALS OF OPERATIONS RESEARCH, vol. -, pp. 1-11 (ISSN 0254-5330)
DOI - Scheda ARCA: 10278/5021364
2021 Articolo su libro Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A. The Impact of Climate on Economic and Financial Cycles: A Markov-switching Panel Approach in Billio M., Casarin R., De Cian E., Mistry M., Osuntuyi, A., Working Paper Series - Department of Economics of the Ca’ Foscari University of Venice (ISSN 1827-3580), Department of Economics, University of Venice "Ca' Foscari, vol. 2021/03, pp. 1-64
- Scheda ARCA: 10278/3735303
2020 Articolo su rivista Ayodele K.P.; Ikezogwo W.O.; Osuntuyi A.A. Empirical Characterization of the Temporal Dynamics of EEG Spectral Components in INTERNATIONAL JOURNAL OF ONLINE AND BIOMEDICAL ENGINEERING, vol. 16, pp. 80-93 (ISSN 2626-8493)
DOI - Scheda ARCA: 10278/3735324
2020 Working paper Roberto Casarin; Mauro Costantini; Anthony Osuntuyi Bayesian nonparametric panel Markov-switching GARCH models
DOI - URL correlato - Scheda ARCA: 10278/3735306
2018 Articolo su rivista Billio, Monica; Casarin, Roberto; Osuntuyi, Anthony Markov switching GARCH models for Bayesian hedging on energy futures markets in ENERGY ECONOMICS, vol. 70, pp. 545-562 (ISSN 0140-9883)
DOI - URL correlato - Scheda ARCA: 10278/3691288
2016 Articolo su rivista Casarin R.; Billio M.; Osuntuy A. Efficient Gibbs sampling for Markov switching GARCH models in COMPUTATIONAL STATISTICS & DATA ANALYSIS, vol. 100, pp. 37-57 (ISSN 0167-9473)
DOI - Scheda ARCA: 10278/40099
2013 Articolo su libro BILLIO M.; CASARIN R.; OSUNTUYI A. Markov Switching GARCH models for Bayesian Hedging on Energy Futures Markets , Advances in Latent Variables, Vita e Pensiero, pp. 1-6 (ISBN 9788834325568)
- Scheda ARCA: 10278/37782
2012 Articolo su libro Billio M.; Casarin R.; Osuntuyi A. Efficient Gibbs Sampling for Markov Switching GARCH Models , Efficient Gibbs Sampling for Markov Switching GARCH Models, Dipartimento di Economia, Università Ca' Foscari Venezia, vol. 35/WP/2012, pp. 1-30 (ISSN 1827-3580)
- Scheda ARCA: 10278/38410
2008 Articolo su rivista Adesakin, T.J., Osuntuyi, A.A., Olagunju, M.O. The distributional properties of the family of logistic distributions in Ife Journal of Science, vol. 10, pp. 245-250 (ISSN 0794-4896)
- URL correlato - Scheda ARCA: 10278/3735325