School of Mathematics, Statistics & Actuarial Science

About

Prior to joining SMSAS in 2017 Maria was a Senior Lecturer in Statistics and Financial Econometrics at Christ Church Business School. Her research interests overlap those of the Statistics group and CASRI.

Contact Information

Address

Room 238

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Publications

Also view these in the Kent Academic Repository

Article
Kalli, M. and Griffin, J. (2018). Bayesian nonparametric vector autoregressive models. Journal of Econometrics [Online] 203:267-282. Available at: https://doi.org/10.1016/j.jeconom.2017.11.009.
Griffin, J., Kalli, M. and Steel, M. (2017). Discussion of "Nonparametric Bayesian Inference in Applications": Bayesian nonparametric methods in econometrics. Statistical Methods & Applications [Online]. Available at: https://doi.org/10.1007/s10260-017-0384-0.
Kalli, M. and Griffin, J. (2015). Flexible Modelling of Dependence in Volatility Processes. Journal of Business and Economic Statistics [Online] 33:102-113. Available at: http://amstat.tandfonline.com/doi/abs/10.1080/07350015.2014.925457#.VOSycldJ54E.
Kalli, M. and Griffin, J. (2014). Time-varying sparsity in dynamic regression models. Journal of Econometrics [Online] 178:779-793. Available at: http://dx.doi.org/10.1016/j.jeconom.2013.10.012.
Kalli, M., Walker, S. and Damien, P. (2013). Modelling the conditional distribution of daily stock index returns: an alternative Bayesian semiparametric model. Journal of Business and Economic Statistics [Online] 31:371-383. Available at: https://doi.org/10.1080/07350015.2013.794142.
Kalli, M., Griffin, J. and Walker, S. (2011). Slice Sampling Mixture Models. Statistics and Computing [Online] 21:93-105. Available at: http://dx.doi.org/10.1007/s11222-009-9150-y.
Total publications in KAR: 6 [See all in KAR]
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Research Interests

Econometrics, mathematical finance, Bayesian non-parametric methods, Bayesian regression and variable selection, MCMC methodology, and financial time series modelling. back to top

Teaching

MA5511: Optimisation with Financial Applications back to top

School of Mathematics, Statistics and Actuarial Science (SMSAS), Sibson Building, Parkwood Road, Canterbury, CT2 7FS

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Last Updated: 07/09/2018