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 1 1 376
A structural Time Series Model with Markov Switching 0 0 0 584 0 2 4 1,368
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 1 3 5 599
Bayesian Approaches to Segmenting A Simple Time Series 0 0 0 0 1 2 2 884
Bayesian Arbitrage Threshold Analysis 0 0 0 0 2 2 4 1,144
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 1 1 2 442
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 670 0 1 8 1,818
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 692 1 2 5 1,408
Bayesian Exponential Smoothing 0 0 2 356 0 2 7 1,193
Bayesian Soft Target Zones 0 0 0 67 2 2 2 418
Bayesian Statistical Variable Selection: A Review 0 0 0 0 0 0 2 743
Bayesian Target Zones 0 0 0 0 1 2 2 136
Bayesian Target Zones 0 0 0 43 0 0 0 159
Data-driven particle Filters for particle Markov Chain Monte Carlo 0 0 0 63 3 4 6 93
Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? 0 0 0 217 2 3 5 621
Dynamic asset price jumps and the performance of high frequency tests and measures 0 0 0 20 0 3 5 50
Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference 0 0 0 21 2 4 7 51
Forecasting Observables with Particle Filters: Any Filter Will Do! 0 0 0 39 1 2 4 35
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 35 2 5 8 47
High-Frequency Jump Tests: Which Test Should We Use? 0 0 0 37 0 4 5 53
Implicit Bayesian Inference Using Option Prices 0 0 0 143 1 3 3 506
Implicit Bayesian Inference Using Option Prices 0 0 0 274 1 5 6 801
Improved Small Sample Midel selection Procedures 0 0 0 0 1 1 1 471
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 1 7 8 65
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 0 1 3 78
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 1 1 18 1 5 6 70
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 0 4 6 34
Measuring the cost of leaving care in Victoria 0 0 0 85 1 1 3 279
Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression 0 0 0 142 1 2 2 497
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 1 1 2 1,123
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 1 2 2 458
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 0 0 1 131
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series 0 0 0 865 2 5 7 1,899
Robust Bayesian exponentially tilted empirical likelihood method 0 0 3 38 4 8 12 88
The determinants of bank loan recovery rates in good times and bad - new evidence 0 0 0 18 2 7 9 34
The determinants of bank loan recovery rates in good times and bad -- new evidence 0 0 0 43 3 4 6 119
Understanding the Kalman Filter: an Object Oriented Programming Perspective 0 0 2 1,701 0 1 4 3,630
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 32 1 2 4 72
Updating Variational Bayes: Fast Sequential Posterior Inference 0 0 0 16 1 4 10 67
Worker time and the cost of stability 0 0 1 9 0 1 3 56
Total Working Papers 0 1 11 7,096 42 109 182 22,304

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 2 4 4 759
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 0 2 4 111
Discussion of ‘Deep learning for finance: deep portfolios’ 0 0 0 4 1 1 2 11
High-frequency jump tests: Which test should we use? 0 1 4 10 0 4 16 41
Implicit Bayesian Inference Using Option Prices 0 0 0 36 1 2 2 189
Increasing correlations or just fat tails? 1 1 2 114 1 1 4 369
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 1 27 1 1 3 107
Inference on Self‐Exciting Jumps in Prices and Volatility Using High‐Frequency Measures 0 1 1 2 0 2 4 20
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 1 11 0 1 3 68
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 34 0 1 2 128
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 1 2 4 126
Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series 0 0 1 291 0 0 1 825
Systemic risk in the European sovereign and banking system 0 0 0 6 0 0 2 36
The determinants of bank loan recovery rates in good times and bad – New evidence 0 1 1 5 0 3 9 35
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 2 3 5 97
Worker time and the cost of stability 0 0 0 1 0 0 0 42
Total Journal Articles 1 4 11 618 9 27 65 2,964

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Statistics updated 2026-01-09