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
A Quasi-locally Most powerful Test for Correlation in the conditional Variance of Positive Data 0 0 0 26 1 1 1 111
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 1 1 3 451
Approximate Bayesian Computation in State Space Models 0 1 1 85 0 2 5 145
Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility 0 0 0 126 0 1 3 435
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 1 177 0 0 1 476
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 0 0 454
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 0 1 595
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 2 2 4 1,812
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
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 0 1 48
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 0 43
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 0 42
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 0 0 1 84
Coherent Predictions of Low Count Time Series 0 0 0 163 0 0 3 496
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 0 0 1 270
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 0 1 282
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 0 0 2 822
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 0 0 88
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 1 2 2 37
Implicit Bayesian Inference Using Option Prices 0 0 1 143 0 0 1 503
Implicit Bayesian Inference Using Option Prices 0 0 1 274 0 0 2 795
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 0 0 1 76
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 0 0 1 65
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 0 0 1 58
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 0 2 55
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 0 0 0 188
Optimal Probabilistic Forecasts for Counts 0 0 0 71 0 0 1 144
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 0 0 0 456
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 0 1 1,025
Persistence and Nonstationary Models 0 0 0 185 0 0 2 364
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 0 2 2 497
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 1 334 0 2 4 1,442
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 1 1 1 1,204
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 0 0 1 130
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 1 2 3 979
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 0 0 0 447
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 111 0 0 1 361
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 1 1 3 347
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 0 0 0 1,231
Total Working Papers 0 1 5 4,918 8 18 60 18,903

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
'The 21st Century Belongs to Bayes' Debate: Introduction 0 0 0 30 0 0 2 89
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 1 1 20 0 2 4 78
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 1 1 7 0 1 3 73
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 1 1 2 156
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 0 0 0 222
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 0 0 1 108
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 1 1 1 57
Bayesian forecasting in economics 0 0 0 42 0 0 0 92
Bayesian predictions of low count time series 0 0 0 58 0 0 0 180
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 1 1 6 263
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 0 58
Feasible parameter regions for alternative discrete state space models 0 0 0 10 0 0 1 55
Implicit Bayesian Inference Using Option Prices 0 0 0 36 0 0 2 187
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 1 27 0 0 1 105
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 1 1 1 127
Parametric pricing of higher order moments in S&P500 options 0 0 3 84 0 2 7 474
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 3 5 106
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 1 1 1 123
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 0 0 0 108
The distribution of exchange rate returns and the pricing of currency options 0 0 1 60 0 1 2 187
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 1 275 0 0 6 1,014
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 0 0 92
Total Journal Articles 0 2 9 989 5 14 46 4,020

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Statistics updated 2025-06-06