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 1 2 3 378
A structural Time Series Model with Markov Switching 0 0 1 585 2 3 10 1,375
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 1 4 13 608
Bayesian Approaches to Segmenting A Simple Time Series 0 0 0 0 0 1 7 889
Bayesian Arbitrage Threshold Analysis 0 0 0 0 0 4 11 1,152
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 1 5 446
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 670 0 5 17 1,829
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 1 693 0 4 11 1,415
Bayesian Exponential Smoothing 0 1 2 358 0 3 11 1,200
Bayesian Soft Target Zones 0 0 0 67 1 1 7 423
Bayesian Statistical Variable Selection: A Review 0 0 0 0 0 2 3 746
Bayesian Target Zones 0 0 0 0 0 0 8 142
Bayesian Target Zones 0 0 0 43 0 2 5 164
Data-driven particle Filters for particle Markov Chain Monte Carlo 0 0 0 63 1 5 14 102
Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? 0 0 0 217 1 3 8 625
Dynamic asset price jumps and the performance of high frequency tests and measures 0 0 0 20 0 1 9 55
Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference 0 0 0 21 1 5 14 61
Forecasting Observables with Particle Filters: Any Filter Will Do! 0 1 1 40 1 3 16 47
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 35 0 5 14 55
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 37 0 2 13 61
Implicit Bayesian Inference Using Option Prices 0 0 0 143 3 4 12 515
Implicit Bayesian Inference Using Option Prices 0 0 0 274 1 2 14 809
Improved Small Sample Midel selection Procedures 0 0 0 0 0 3 6 476
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 1 1 27 1 5 12 88
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 1 18 1 2 12 77
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 1 3 10 38
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 1 7 18 76
Measuring the cost of leaving care in Victoria 0 0 0 85 0 2 4 281
Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression 0 0 0 142 0 1 7 502
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 0 1 2 190
Non-linear Modelling of the Australian Business Cycle using a Leading Indicator 0 0 0 311 0 2 12 1,133
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 1 4 9 465
Probabilistic Forecasts of Volatility and its Risk Premia 0 1 1 55 0 3 7 137
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series 0 0 0 865 1 7 22 1,914
Robust Bayesian exponentially tilted empirical likelihood method 0 0 2 39 1 5 18 97
The determinants of bank loan recovery rates in good times and bad - new evidence 1 1 1 19 2 5 20 45
The determinants of bank loan recovery rates in good times and bad -- new evidence 0 0 0 43 0 3 10 123
Understanding the Kalman Filter: an Object Oriented Programming Perspective 0 0 1 1,701 0 1 6 3,634
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 32 0 5 10 79
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 16 0 2 15 73
Worker time and the cost of stability 0 0 0 9 1 6 12 67
Total Working Papers 1 5 14 7,105 23 129 437 22,592

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 2 10 765
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 1 4 12 120
Discussion of ‘Deep learning for finance: deep portfolios’ 1 1 1 5 1 1 4 13
High-frequency jump tests: Which test should we use? 0 0 4 10 0 2 17 47
Implicit Bayesian Inference Using Option Prices 0 0 0 36 0 2 8 195
Increasing correlations or just fat tails? 0 0 2 114 1 2 7 374
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 27 0 4 7 112
Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures 0 0 1 2 3 8 21 38
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 11 0 1 5 71
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 1 1 1 35 1 16 20 147
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 1 1 6 129
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series 0 0 2 292 0 8 14 838
Systemic risk in the European sovereign and banking system 0 0 0 6 0 2 4 39
The determinants of bank loan recovery rates in good times and bad – New evidence 0 0 1 5 5 9 21 49
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 1 1 6 98
Worker time and the cost of stability 0 0 0 1 0 3 6 48
Total Journal Articles 2 2 12 621 14 66 168 3,083

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Statistics updated 2026-06-04