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 0 0 110
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 0 0 3 448
Approximate Bayesian Computation in State Space Models 0 0 0 84 0 2 2 142
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 1 1 433
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 1 1 1 177 1 1 1 476
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 0 0 454
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 0 0 594
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 0 1 439
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 0 668 1 2 3 1,810
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 692 0 0 2 1,402
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 0 43
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 0 0 47
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 0 42
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 0 0 0 83
Coherent Predictions of Low Count Time Series 0 0 0 163 0 0 0 493
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 0 1 1 270
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 0 0 281
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 0 0 1 820
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 0 1 88
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 0 0 35
Implicit Bayesian Inference Using Option Prices 0 0 0 273 0 0 0 793
Implicit Bayesian Inference Using Option Prices 0 0 0 142 0 0 0 502
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 0 0 0 75
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 17 0 0 0 64
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 0 0 0 57
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 1 1 1 54
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 1 43 0 0 1 188
Optimal Probabilistic Forecasts for Counts 0 0 1 71 0 0 2 143
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 0 0 1 456
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 0 2 1,024
Persistence and Nonstationary Models 0 0 0 185 0 0 0 362
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 0 0 1 495
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 1 3 334 0 2 5 1,440
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 0 0 0 1,203
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 0 0 0 129
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 0 1 1 977
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 0 0 0 447
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 0 1 2 345
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 111 0 1 1 361
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 0 0 0 1,231
Total Working Papers 1 2 6 4,915 4 13 33 18,856

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 0 87
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 0 19 0 0 1 74
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 0 0 6 0 0 1 70
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 0 0 154
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 0 0 1 222
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 0 0 2 107
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 0 0 0 56
Bayesian forecasting in economics 0 0 1 42 0 0 1 92
Bayesian predictions of low count time series 0 0 0 58 0 0 0 180
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 0 0 0 257
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 1 58
Feasible parameter regions for alternative discrete state space models 0 0 0 10 0 0 0 54
Implicit Bayesian Inference Using Option Prices 0 0 0 36 1 1 3 186
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 26 0 0 0 104
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 2 10 0 0 2 65
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 34 0 0 0 126
Parametric pricing of higher order moments in S&P500 options 1 1 1 82 1 1 1 468
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 0 0 101
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 0 0 0 122
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 0 0 1 108
The distribution of exchange rate returns and the pricing of currency options 0 0 0 59 0 0 1 185
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 0 274 0 0 1 1,008
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 0 0 92
Total Journal Articles 1 1 4 981 2 2 16 3,976

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Statistics updated 2024-09-04