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 0 0 0 110
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 1 2 2 450
Approximate Bayesian Computation in State Space Models 0 0 0 84 0 1 3 143
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 0 2 434
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 1 1 595
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
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 0 43
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 1 1 1 48
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 1 1 84
Coherent Predictions of Low Count Time Series 0 0 0 163 0 2 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 1 1 282
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 1 1 2 822
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 0 1 88
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 0 0 35
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 22 1 1 1 58
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 26 1 1 1 76
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 1 1 2 55
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 1 43 0 0 1 188
Optimal Probabilistic Forecasts for Counts 0 0 1 71 1 1 3 144
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 1 1 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 0 0 495
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 1 334 0 0 2 1,440
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 0 0 0 1,203
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 0 0 1 977
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 87 1 1 3 346
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 111 0 0 1 361
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 0 6 4,917 10 18 48 18,885

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 1 2 2 89
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 0 19 2 2 2 76
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 0 0 6 0 0 3 72
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 0 1 155
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 1 1 2 108
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 0 0 0 56
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 3 4 5 262
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 1 58
Feasible parameter regions for alternative discrete state space models 0 0 0 10 0 1 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 1 1 1 27 1 1 1 105
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
Parametric pricing of higher order moments in S&P500 options 1 2 3 84 1 2 5 472
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 0 2 103
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 0 0 0 122
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 0 1 186
US deficit sustainability: a new approach based on multiple endogenous breaks 0 1 1 275 2 5 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 2 5 8 987 11 19 36 4,006

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Statistics updated 2025-03-03