| 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 |
0 |
0 |
3 |
378 |
| A structural Time Series Model with Markov Switching |
0 |
1 |
2 |
586 |
0 |
2 |
11 |
1,377 |
| Bayesian Analysis of the Stochastic Conditional Duration Model |
0 |
0 |
0 |
229 |
0 |
1 |
13 |
609 |
| Bayesian Approaches to Segmenting A Simple Time Series |
0 |
0 |
0 |
0 |
0 |
0 |
7 |
889 |
| Bayesian Arbitrage Threshold Analysis |
0 |
0 |
0 |
0 |
0 |
0 |
10 |
1,152 |
| Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data |
0 |
0 |
0 |
5 |
0 |
1 |
6 |
447 |
| Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices |
0 |
0 |
0 |
670 |
0 |
2 |
14 |
1,831 |
| Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter |
0 |
0 |
1 |
693 |
0 |
0 |
9 |
1,415 |
| Bayesian Exponential Smoothing |
0 |
0 |
2 |
358 |
1 |
3 |
12 |
1,203 |
| Bayesian Soft Target Zones |
0 |
0 |
0 |
67 |
0 |
1 |
8 |
424 |
| Bayesian Statistical Variable Selection: A Review |
0 |
0 |
0 |
0 |
1 |
1 |
4 |
747 |
| Bayesian Target Zones |
0 |
0 |
0 |
43 |
0 |
0 |
5 |
164 |
| Bayesian Target Zones |
0 |
0 |
0 |
0 |
0 |
1 |
9 |
143 |
| Data-driven particle Filters for particle Markov Chain Monte Carlo |
0 |
0 |
0 |
63 |
0 |
1 |
15 |
103 |
| Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? |
0 |
0 |
0 |
217 |
0 |
0 |
7 |
625 |
| Dynamic asset price jumps and the performance of high frequency tests and measures |
0 |
0 |
0 |
20 |
0 |
3 |
11 |
58 |
| Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference |
0 |
0 |
0 |
21 |
0 |
3 |
17 |
64 |
| Forecasting Observables with Particle Filters: Any Filter Will Do! |
0 |
0 |
1 |
40 |
0 |
2 |
17 |
49 |
| High-Frequency Jump Tests: Which Test Should We Use? |
0 |
0 |
0 |
37 |
0 |
4 |
16 |
65 |
| High-Frequency Jump Tests: Which Test Should We Use? |
0 |
0 |
0 |
35 |
1 |
1 |
15 |
56 |
| Implicit Bayesian Inference Using Option Prices |
0 |
0 |
0 |
274 |
0 |
0 |
13 |
809 |
| Implicit Bayesian Inference Using Option Prices |
0 |
1 |
1 |
144 |
0 |
1 |
13 |
516 |
| Improved Small Sample Midel selection Procedures |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
476 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
1 |
18 |
0 |
1 |
13 |
78 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
0 |
22 |
0 |
0 |
18 |
76 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
1 |
27 |
3 |
3 |
14 |
91 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
0 |
17 |
0 |
1 |
10 |
39 |
| Measuring the cost of leaving care in Victoria |
0 |
0 |
0 |
85 |
0 |
1 |
4 |
282 |
| Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression |
0 |
0 |
0 |
142 |
1 |
1 |
8 |
503 |
| Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models |
0 |
0 |
0 |
43 |
1 |
1 |
3 |
191 |
| Non-linear Modelling of the Australian Business Cycle using a Leading Indicator |
0 |
0 |
0 |
311 |
0 |
1 |
13 |
1,134 |
| Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models |
0 |
0 |
0 |
161 |
0 |
1 |
10 |
466 |
| Probabilistic Forecasts of Volatility and its Risk Premia |
0 |
0 |
1 |
55 |
0 |
0 |
6 |
137 |
| Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series |
0 |
0 |
0 |
865 |
2 |
2 |
22 |
1,916 |
| Robust Bayesian exponentially tilted empirical likelihood method |
0 |
0 |
1 |
39 |
1 |
3 |
20 |
100 |
| The determinants of bank loan recovery rates in good times and bad - new evidence |
0 |
0 |
1 |
19 |
0 |
0 |
18 |
45 |
| The determinants of bank loan recovery rates in good times and bad -- new evidence |
0 |
0 |
0 |
43 |
0 |
1 |
9 |
124 |
| Understanding the Kalman Filter: an Object Oriented Programming Perspective |
0 |
0 |
1 |
1,701 |
0 |
0 |
6 |
3,634 |
| Updating Variational Bayes: Fast Sequential Posterior Inference |
0 |
0 |
0 |
16 |
0 |
3 |
15 |
76 |
| Updating Variational Bayes: Fast Sequential Posterior Inference |
0 |
0 |
0 |
32 |
1 |
2 |
11 |
81 |
| Worker time and the cost of stability |
0 |
0 |
0 |
9 |
0 |
1 |
13 |
68 |
| Total Working Papers |
0 |
2 |
13 |
7,107 |
12 |
49 |
454 |
22,641 |
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