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 3 6 7 117
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 2 2 8 456
Approximate Bayesian Computation in State Space Models 0 0 1 85 4 7 10 152
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 1 4 6 440
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 1 1 3 479
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 1 1 455
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 1 3 5 599
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
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 3 4 51
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 1 1 44
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 1 1 1 43
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 3 5 6 89
Coherent Predictions of Low Count Time Series 0 0 0 163 0 2 8 502
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 2 2 2 272
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 1 2 283
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 0 0 1 822
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 1 2 2 90
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 1 1 5 40
Implicit Bayesian Inference Using Option Prices 0 0 0 274 1 5 6 801
Implicit Bayesian Inference Using Option Prices 0 0 0 143 1 3 3 506
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 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
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 1 3 4 58
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 0 0 0 188
Optimal Probabilistic Forecasts for Counts 0 0 0 71 2 2 3 146
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 1 2 2 458
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 1 1 2 1,026
Persistence and Nonstationary Models 0 0 0 185 1 2 2 366
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 1 1 3 498
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 0 2 4 1,444
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 0 0 1 1,204
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 0 0 1 131
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 3 4 6 983
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 1 1 1 448
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 2 6 8 353
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 111 1 3 3 364
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 1 4 4,921 40 94 153 19,020

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 0 0 1 89
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 1 20 0 0 4 78
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 1 2 8 0 1 4 76
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 0 1 156
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 2 6 6 228
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 0 2 4 111
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 4 4 5 61
Bayesian forecasting in economics 0 0 0 42 0 1 1 93
Bayesian predictions of low count time series 0 0 0 58 0 3 3 183
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 1 3 9 267
Efficient probabilistic forecasts for counts 0 0 0 0 0 2 2 60
Feasible parameter regions for alternative discrete state space models 0 0 0 10 1 1 3 57
Implicit Bayesian Inference Using Option Prices 0 0 0 36 1 2 2 189
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
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
Parametric pricing of higher order moments in S&P500 options 0 0 2 84 15 18 22 492
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 0 5 108
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 1 2 4 126
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 3 4 4 112
The distribution of exchange rate returns and the pricing of currency options 0 0 0 60 1 2 4 190
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 1 275 0 6 12 1,021
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 2 3 5 97
Total Journal Articles 0 1 8 990 32 63 109 4,097

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Statistics updated 2026-01-09