type="main" <title type="main">Abstract </title> <p>Greenwood, Hinings and Whetten (2014) present two major criticisms of current institutional scholarship, and see need for a broad redirection: institutional organization theory, they argue, has lost sight of the claim to study organizations and, with its overwhelming...</p>

Bayesian methods have been efficient in estimating parameters of stochastic volatility models for analyzing financial time series. Recent advances made it possible to fit stochastic volatility models of increasing complexity, including covariates, leverage effects, jump components and...

This paper reviews the general Bayesian approach to parameter estimation in stochastic volatility models with posterior computations performed by Gibbs sampling. The main purpose is to illustrate the ease with which the Bayesian stochastic volatility model can now be studied routinely via BUGS...

This paper proposes finite mixtures of different Archimedean copula families as a flexible tool for modelling the dependence structure in multivariate data. A novel approach to estimating the parameters in this mixture model is presented by maximizing the penalized marginal likelihood via...