| 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 |
1 |
1 |
376 |
| A structural Time Series Model with Markov Switching |
0 |
1 |
1 |
585 |
1 |
4 |
8 |
1,372 |
| Bayesian Analysis of the Stochastic Conditional Duration Model |
0 |
0 |
0 |
229 |
0 |
6 |
9 |
604 |
| Bayesian Approaches to Segmenting A Simple Time Series |
0 |
0 |
0 |
0 |
1 |
5 |
6 |
888 |
| Bayesian Arbitrage Threshold Analysis |
0 |
0 |
0 |
0 |
1 |
6 |
8 |
1,148 |
| Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data |
0 |
0 |
0 |
5 |
0 |
4 |
5 |
445 |
| Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices |
0 |
0 |
2 |
670 |
1 |
6 |
14 |
1,824 |
| Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter |
1 |
1 |
1 |
693 |
1 |
4 |
7 |
1,411 |
| Bayesian Exponential Smoothing |
0 |
1 |
3 |
357 |
0 |
4 |
10 |
1,197 |
| Bayesian Soft Target Zones |
0 |
0 |
0 |
67 |
0 |
6 |
6 |
422 |
| Bayesian Statistical Variable Selection: A Review |
0 |
0 |
0 |
0 |
0 |
1 |
2 |
744 |
| Bayesian Target Zones |
0 |
0 |
0 |
0 |
4 |
7 |
8 |
142 |
| Bayesian Target Zones |
0 |
0 |
0 |
43 |
0 |
3 |
3 |
162 |
| Data-driven particle Filters for particle Markov Chain Monte Carlo |
0 |
0 |
0 |
63 |
1 |
7 |
9 |
97 |
| Diversification Meltdown or the Impact of Fat tails on Conditional Correlation? |
0 |
0 |
0 |
217 |
0 |
3 |
6 |
622 |
| Dynamic asset price jumps and the performance of high frequency tests and measures |
0 |
0 |
0 |
20 |
0 |
4 |
8 |
54 |
| Dynamic price jumps: The performance of high frequency tests and measures, and the robustness of inference |
0 |
0 |
0 |
21 |
0 |
7 |
10 |
56 |
| Forecasting Observables with Particle Filters: Any Filter Will Do! |
0 |
0 |
0 |
39 |
2 |
10 |
13 |
44 |
| High-Frequency Jump Tests: Which Test Should We Use? |
0 |
0 |
0 |
37 |
3 |
6 |
11 |
59 |
| High-Frequency Jump Tests: Which Test Should We Use? |
0 |
0 |
0 |
35 |
1 |
5 |
11 |
50 |
| Implicit Bayesian Inference Using Option Prices |
0 |
0 |
0 |
143 |
2 |
6 |
8 |
511 |
| Implicit Bayesian Inference Using Option Prices |
0 |
0 |
0 |
274 |
1 |
7 |
12 |
807 |
| Improved Small Sample Midel selection Procedures |
0 |
0 |
0 |
0 |
0 |
3 |
3 |
473 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
0 |
17 |
1 |
1 |
7 |
35 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
0 |
22 |
1 |
5 |
11 |
69 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
0 |
26 |
2 |
5 |
7 |
83 |
| Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures |
0 |
0 |
1 |
18 |
0 |
6 |
10 |
75 |
| Measuring the cost of leaving care in Victoria |
0 |
0 |
0 |
85 |
0 |
1 |
2 |
279 |
| Model Selection Criteria for Segmented Time Series from a Bayesian Approach to Information Compression |
0 |
0 |
0 |
142 |
2 |
5 |
6 |
501 |
| Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models |
0 |
0 |
0 |
43 |
0 |
1 |
1 |
189 |
| Non-linear Modelling of the Australian Business Cycle using a Leading Indicator |
0 |
0 |
0 |
311 |
1 |
9 |
10 |
1,131 |
| Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models |
0 |
0 |
0 |
161 |
0 |
4 |
5 |
461 |
| Probabilistic Forecasts of Volatility and its Risk Premia |
0 |
0 |
0 |
54 |
1 |
3 |
4 |
134 |
| Reconstructing the Kalman Filter for Stationary and Non Stationary Time Series |
0 |
0 |
0 |
865 |
2 |
10 |
15 |
1,907 |
| Robust Bayesian exponentially tilted empirical likelihood method |
1 |
1 |
3 |
39 |
2 |
8 |
14 |
92 |
| The determinants of bank loan recovery rates in good times and bad - new evidence |
0 |
0 |
0 |
18 |
0 |
8 |
15 |
40 |
| The determinants of bank loan recovery rates in good times and bad -- new evidence |
0 |
0 |
0 |
43 |
0 |
4 |
7 |
120 |
| Understanding the Kalman Filter: an Object Oriented Programming Perspective |
0 |
0 |
2 |
1,701 |
1 |
3 |
6 |
3,633 |
| Updating Variational Bayes: Fast Sequential Posterior Inference |
0 |
0 |
0 |
32 |
1 |
3 |
5 |
74 |
| Updating Variational Bayes: Fast Sequential Posterior Inference |
0 |
0 |
0 |
16 |
0 |
5 |
13 |
71 |
| Worker time and the cost of stability |
0 |
0 |
1 |
9 |
1 |
5 |
7 |
61 |
| Total Working Papers |
2 |
4 |
14 |
7,100 |
34 |
201 |
323 |
22,463 |
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