Access Statistics for Catherine Scipione Forbes

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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 1 1 1 1,365
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 0 1 595
Bayesian Approaches to Segmenting A Simple Time Series 0 0 0 0 0 0 1 882
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 1 2 441
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 0 2 1,404
Bayesian Exponential Smoothing 2 2 4 356 2 3 8 1,189
Bayesian Soft Target Zones 0 0 0 67 0 0 0 416
Bayesian Statistical Variable Selection: A Review 0 0 0 0 0 0 1 742
Bayesian Target Zones 0 0 0 0 0 0 1 134
Bayesian Target Zones 0 0 0 43 0 0 1 159
Data-driven particle Filters for particle Markov Chain Monte Carlo 0 0 0 63 0 1 2 88
Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? 0 0 0 217 0 1 2 617
Dynamic asset price jumps and the performance of high frequency tests and measures 0 0 0 20 0 1 2 46
Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference 0 0 0 21 1 1 3 47
Forecasting Observables with Particle Filters: Any Filter Will Do! 0 0 0 39 0 0 1 31
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 37 0 0 1 48
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 35 1 1 1 40
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 17 0 1 1 65
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 0 1 1 58
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 0 0 1 28
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 0 1 1 76
Measuring the cost of leaving care in Victoria 0 0 0 85 0 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 0 43 0 0 0 188
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 0 1 36 0 1 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 1 1 1,700 0 2 2 3,628
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 32 0 1 1 69
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 16 0 0 1 58
Worker time and the cost of stability 0 1 1 9 0 1 2 55
Total Working Papers 2 4 11 7,090 5 19 57 22,149

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 0 755
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 0 1 1 108
Discussion of ‘Deep learning for finance: deep portfolios’ 0 0 0 4 0 0 0 9
High-frequency jump tests: Which test should we use? 0 0 1 6 0 1 6 29
Implicit Bayesian Inference Using Option Prices 0 0 0 36 0 0 2 187
Increasing correlations or just fat tails? 0 0 1 112 0 1 2 366
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 1 1 27 0 1 1 105
Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures 0 0 0 1 0 0 2 17
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 1 11 0 0 1 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 0 1 2 35
The determinants of bank loan recovery rates in good times and bad – New evidence 0 0 0 4 0 2 5 28
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 2 42
Total Journal Articles 0 1 5 609 0 7 26 2,911

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Statistics updated 2025-05-12