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 0 1 13 124
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 0 0 6 460
Approximate Bayesian Computation in State Space Models 0 0 0 85 0 2 15 160
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 0 1 19 455
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 1 2 9 487
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 0 5 459
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 1 13 609
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
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 1 14 62
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 1 1 6 49
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 1 8 50
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 0 0 17 101
Coherent Predictions of Low Count Time Series 0 0 0 163 0 3 11 511
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 0 1 5 275
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 0 5 287
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 0 0 6 828
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 0 6 94
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 0 4 43
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
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
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 2 12 67
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 1 1 3 191
Optimal Probabilistic Forecasts for Counts 0 0 0 71 0 0 8 152
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 0 1 10 466
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 0 9 1,034
Persistence and Nonstationary Models 0 0 0 185 0 1 10 374
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 0 1 6 503
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 0 2 14 1,456
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 0 0 9 1,213
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 1 55 0 0 6 137
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 0 0 21 1,000
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 1 1 9 456
Testing for Dependence in Non-Gaussian Time Series Data 0 0 1 112 0 0 12 373
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 2 2 20 367
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 0 1 7 1,238
Total Working Papers 0 1 6 4,926 9 34 418 19,344

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 4 93
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 0 20 0 0 8 86
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 1 2 9 1 2 11 86
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 1 8 164
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 1 1 12 234
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 0 1 12 121
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 2 2 9 66
Bayesian forecasting in economics 0 0 0 42 0 0 6 98
Bayesian predictions of low count time series 0 0 0 58 0 1 13 193
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 1 1 12 276
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 11 69
Feasible parameter regions for alternative discrete state space models 0 0 0 10 1 2 8 64
Implicit Bayesian Inference Using Option Prices 0 0 0 36 1 3 11 198
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 27 0 1 7 113
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 11 1 1 5 72
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 1 35 0 1 21 148
Parametric pricing of higher order moments in S&P500 options 0 0 0 84 0 2 43 517
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 0 7 114
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 0 0 6 129
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 0 1 23 131
The distribution of exchange rate returns and the pricing of currency options 0 0 1 61 0 0 8 196
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 1 276 1 1 17 1,032
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 0 4 98
Total Journal Articles 0 1 5 994 9 21 266 4,298

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Statistics updated 2026-09-10