Access Statistics for Catherine Scipione Forbes

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A Small Sample Variable Selection Procedure 0 0 0 0 0 0 0 375
A structural Time Series Model with Markov Switching 0 0 0 584 0 0 0 1,364
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 1 1 595
Bayesian Approaches to Segmenting A Simple Time Series 0 0 0 0 0 0 2 882
Bayesian Arbitrage Threshold Analysis 0 0 0 0 0 0 0 1,140
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 0 1 440
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 0 668 0 0 2 1,810
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 692 0 1 3 1,404
Bayesian Exponential Smoothing 0 0 2 354 1 1 6 1,187
Bayesian Soft Target Zones 0 0 0 67 0 0 0 416
Bayesian Statistical Variable Selection: A Review 0 0 0 0 0 1 1 742
Bayesian Target Zones 0 0 0 43 0 0 1 159
Bayesian Target Zones 0 0 0 0 0 0 1 134
Data-driven particle Filters for particle Markov Chain Monte Carlo 0 0 0 63 1 1 2 88
Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? 0 0 0 217 0 0 1 616
Dynamic asset price jumps and the performance of high frequency tests and measures 0 0 0 20 1 1 2 46
Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference 0 0 0 21 0 2 4 46
Forecasting Observables with Particle Filters: Any Filter Will Do! 0 0 0 39 0 0 3 31
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 37 0 0 2 48
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 35 0 0 0 39
Implicit Bayesian Inference Using Option Prices 0 0 1 274 0 0 2 795
Implicit Bayesian Inference Using Option Prices 0 0 1 143 0 0 1 503
Improved Small Sample Midel selection Procedures 0 0 0 0 0 0 1 470
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 1 1 1 76
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 1 1 1 65
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 1 1 1 58
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 0 0 1 28
Measuring the cost of leaving care in Victoria 0 0 0 85 1 1 2 277
Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression 0 0 0 142 0 0 0 495
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 1 43 0 0 1 188
Non-linear Modelling of the Australian Business Cycle using a Leading Indicator 0 0 0 311 0 0 0 1,121
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 0 0 0 456
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 0 0 1 130
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series 0 0 2 865 0 0 3 1,892
Robust Bayesian exponentially tilted empirical likelihood method 0 1 1 36 1 3 4 78
The determinants of bank loan recovery rates in good times and bad - new evidence 0 0 0 18 0 0 1 25
The determinants of bank loan recovery rates in good times and bad -- new evidence 0 0 0 43 0 0 0 113
Understanding the Kalman Filter: an Object Oriented Programming Perspective 0 0 0 1,699 1 1 2 3,627
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 16 0 1 3 58
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 32 1 1 1 69
Worker time and the cost of stability 0 0 0 8 0 1 2 54
Total Working Papers 0 1 8 7,086 10 19 60 22,140

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Bayesian Arbitrage Threshold Analysis 0 0 0 0 0 0 1 755
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 1 1 2 108
Discussion of ‘Deep learning for finance: deep portfolios’ 0 0 1 4 0 0 1 9
High-frequency jump tests: Which test should we use? 0 0 1 6 1 4 8 29
Implicit Bayesian Inference Using Option Prices 0 0 0 36 0 0 2 187
Increasing correlations or just fat tails? 0 0 2 112 0 0 2 365
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 1 1 1 27 1 1 1 105
Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures 0 0 0 1 0 2 2 17
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 1 2 11 0 1 2 66
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 34 0 0 0 126
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 0 0 0 122
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series 0 0 0 290 0 0 2 824
Systemic risk in the European sovereign and banking system 0 0 1 6 1 1 2 35
The determinants of bank loan recovery rates in good times and bad – New evidence 0 0 0 4 1 1 6 27
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 0 0 92
Worker time and the cost of stability 0 0 0 1 0 0 3 42
Total Journal Articles 1 2 8 609 5 11 34 2,909

logo

LogEc Home

Top Working Papers
Top Journal Articles
Top Books
Top Chapters
Top Software Items

Top Authors

Top Working Paper series and Journals

About LogEc

Authors with papers registered in the RePEc Author Service.

Register yourself as an author or register more papers in the RePEc Author Service.

Authors with no registered papers

RePEc
LogEc provides access and usage for services based on the RePEc data set.

Örebro UniversityLogEc is hosted by the Örebro University School of Business.

Questions or comments? Please see our explanation of how the statistics are collected or e-mail

Statistics updated 2025-03-03