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 4 10 11 121
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 2 4 9 458
Approximate Bayesian Computation in State Space Models 0 0 1 85 3 7 12 155
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 6 9 12 446
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 3 4 6 482
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 0 1 455
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 5 7 9 604
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 3 4 5 445
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 670 5 5 13 1,823
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 692 2 3 6 1,410
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 1 1 44
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 7 9 11 58
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 5 8 10 94
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 5 6 6 48
Coherent Predictions of Low Count Time Series 0 0 0 163 5 7 11 507
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 1 3 3 273
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 2 3 3 285
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 3 3 4 825
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 0 1 2 90
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 2 3 7 42
Implicit Bayesian Inference Using Option Prices 0 0 0 143 3 5 6 509
Implicit Bayesian Inference Using Option Prices 0 0 0 274 5 10 11 806
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 3 3 6 81
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 3 9 11 68
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 1 1 18 5 10 11 75
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 4 7 8 62
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 1 1 1 189
Optimal Probabilistic Forecasts for Counts 0 0 0 71 1 3 4 147
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 3 4 5 461
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 1 2 3 1,027
Persistence and Nonstationary Models 0 0 0 185 3 4 5 369
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 1 2 4 499
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 4 5 8 1,448
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 5 5 6 1,209
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 2 2 3 133
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 8 12 14 991
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 3 4 4 451
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 6 11 14 359
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 111 3 6 6 367
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 3 3 3 1,234
Total Working Papers 0 1 4 4,921 130 205 275 19,150

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 2 2 3 91
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 1 20 3 3 7 81
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 0 2 8 2 2 6 78
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 2 2 3 158
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 1 5 7 229
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 3 3 7 114
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 2 6 7 63
Bayesian forecasting in economics 0 0 0 42 1 1 2 94
Bayesian predictions of low count time series 0 0 0 58 4 5 7 187
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 3 6 11 270
Efficient probabilistic forecasts for counts 0 0 0 0 5 6 7 65
Feasible parameter regions for alternative discrete state space models 0 0 0 10 3 4 5 60
Implicit Bayesian Inference Using Option Prices 0 0 0 36 1 3 3 190
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 1 27 1 2 4 108
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 11 1 2 3 69
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 34 3 3 5 131
Parametric pricing of higher order moments in S&P500 options 0 0 1 84 17 35 38 509
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 3 3 8 111
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 2 4 6 128
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 5 8 9 117
The distribution of exchange rate returns and the pricing of currency options 0 0 0 60 2 3 6 192
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 0 275 7 8 16 1,028
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 2 5 97
Total Journal Articles 0 0 5 990 73 118 175 4,170

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Statistics updated 2026-02-12