Access Statistics for Gael Margaret Martin

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
An Assessment of Alternative State Space Models for Count Time Series 2 4 26 94 3 13 71 236
Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility 1 2 10 109 3 8 36 322
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 3 12 166 1 4 25 386
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 0 4 427
Bayesian Analysis of the Stochastic Conditional Duration Model 3 7 20 193 3 10 40 435
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 4 21 350
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 4 7 30 613 5 17 78 1,629
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 4 8 44 624 7 14 81 1,213
Coherent Predictions of Low Count Time Series 1 4 13 140 3 9 34 401
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 1 7 24 64 3 10 51 150
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 0 1 249
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 0 0 14 786
Implicit Bayesian Inference Using Option Prices 1 1 11 132 1 2 26 425
Implicit Bayesian Inference Using Option Prices 4 7 11 236 8 16 46 586
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 1 6 27 129 1 7 61 299
Parametric Pricing of Higher Order Moments in S&P500 Options 1 3 10 216 3 8 55 873
Persistence and Nonstationary Models 0 2 11 172 0 4 22 308
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 5 152 0 1 20 432
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 2 4 27 314 11 20 125 1,304
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 2 4 15 1,124
Simulation-Based Bayesian Estimation of Affine Term Structure Models 3 12 36 426 6 18 80 869
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 0 1 8 365
Testing for Dependence in Non-Gaussian Time Series Data 0 2 8 100 0 6 34 271
Testing for Dependence in Non-Gaussian Time Series Data 2 2 5 71 6 7 20 250
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 2 9 54 1,070
Total Working Papers 30 81 330 3,956 68 192 1,022 14,760

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Assessing Persistence In Discrete Nonstationary Time-Series Models 0 0 3 27 1 1 12 116
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 1 2 7 25 2 5 23 120
Bayesian analysis of the stochastic conditional duration model 0 1 3 9 1 2 7 30
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 1 1 4 10 19
Bayesian predictions of low count time series 1 4 7 30 1 5 17 99
Does the option market produce superior forecasts of noise-corrected volatility measures? 1 7 21 21 7 22 55 55
Feasible parameter regions for alternative discrete state space models 1 1 3 3 1 1 7 7
Implicit Bayesian Inference Using Option Prices 0 0 1 22 0 1 9 131
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 1 1 5 10 1 1 10 25
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 6 12 2 6 20 38
Parametric pricing of higher order moments in S&P500 options 1 1 7 65 4 5 37 364
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 1 13 1 1 6 56
Simulation-based Bayesian estimation of an affine term structure model 1 2 5 14 1 2 8 28
The distribution of exchange rate returns and the pricing of currency options 0 0 3 31 1 1 5 96
US deficit sustainability: a new approach based on multiple endogenous breaks 1 6 28 208 3 10 53 830
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 1 5 10 0 6 12 31
Total Journal Articles 8 26 105 501 27 73 291 2,045

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Statistics updated 2009-11-04