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Blessings Majoni

Personal Details

First Name:Blessings
Middle Name:
Last Name:Majoni
Suffix:
RePEc Short-ID:pma3341
[This author has chosen not to make the email address public]
Terminal Degree:2023 (from RePEc Genealogy)

Affiliation

National Graduate Institute for Policy Studies (GRIPS)

Tokyo, Japan
http://www.grips.ac.jp/
RePEc:edi:gripsjp (more details at EDIRC)

Research output

as
Jump to: Working papers

Working papers

  1. Roberto Leon-Gonzalez & Blessings Majoni, 2024. "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," Working Paper series 24-04, Rimini Centre for Economic Analysis.
  2. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 23-07, National Graduate Institute for Policy Studies.

Citations

Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.

Working papers

  1. Roberto Leon-Gonzalez & Blessings Majoni, 2024. "Approximate Factor Models with a Common Multiplicative Factor for Stochastic Volatility," Working Paper series 24-04, Rimini Centre for Economic Analysis.

    Cited by:

    1. Roberto Leon-Gonzalez & Blessings Majoni, 2023. "Exact Likelihood for Inverse Gamma Stochastic Volatility Models," GRIPS Discussion Papers 23-07, National Graduate Institute for Policy Studies.

More information

Research fields, statistics, top rankings, if available.

Statistics

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Co-authorship network on CollEc

NEP Fields

NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 3 papers announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.
  1. NEP-ETS: Econometric Time Series (3) 2023-07-24 2024-04-22 2024-07-08. Author is listed
  2. NEP-ECM: Econometrics (2) 2023-07-24 2024-04-22. Author is listed
  3. NEP-RMG: Risk Management (2) 2023-07-24 2024-07-08. Author is listed
  4. NEP-IFN: International Finance (1) 2024-07-08. Author is listed

Corrections

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