High-frequency jump tests: Which test should we use?
Maneesoonthorn, Worapree, Martin, Gael M., Forbes, Catherine S.
Published in Journal of econometrics (01.12.2020)
Published in Journal of econometrics (01.12.2020)
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Journal Article
Probabilistic forecasts of volatility and its risk premia
Maneesoonthorn, Worapree, Martin, Gael M., Forbes, Catherine S., Grose, Simone D.
Published in Journal of econometrics (01.12.2012)
Published in Journal of econometrics (01.12.2012)
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Journal Article
Worker time and the cost of stability
Tregeagle, Susan, Cox, Elizabeth, Forbes, Catherine, Humphreys, Cathy, O'Neill, Cas
Published in Children and youth services review (01.07.2011)
Published in Children and youth services review (01.07.2011)
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Journal Article
Increasing correlations or just fat tails?
Campbell, Rachel A.J., Forbes, Catherine S., Koedijk, Kees G., Kofman, Paul
Published in Journal of empirical finance (01.03.2008)
Published in Journal of empirical finance (01.03.2008)
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Journal Article
Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris M., Martin, Gael M., Forbes, Catherine S.
Published in Computational statistics & data analysis (20.02.2008)
Published in Computational statistics & data analysis (20.02.2008)
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Journal Article
Bayesian analysis of the stochastic conditional duration model
Strickland, Chris M., Forbes, Catherine S., Martin, Gael M.
Published in Computational statistics & data analysis (01.05.2006)
Published in Computational statistics & data analysis (01.05.2006)
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Journal Article
Implicit Bayesian Inference Using Option Prices
Martin, Gael M., Forbes, Catherine S., Martin, Vance L.
Published in Journal of time series analysis (01.05.2005)
Published in Journal of time series analysis (01.05.2005)
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Journal Article
Bayesian Arbitrage Threshold Analysis
Forbes, Catherine S., Kalb, Guyonne R. J., Kofhian, Paul
Published in Journal of business & economic statistics (01.07.1999)
Published in Journal of business & economic statistics (01.07.1999)
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Journal Article