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 1 1 13 124
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 0 1 9 460
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 1 3 20 455
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 0 1 10 486
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 2 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 16 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 10 1,415
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 2 5 48
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 0 1 14 62
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 2 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 5 43
Implicit Bayesian Inference Using Option Prices 0 0 0 274 0 1 14 809
Implicit Bayesian Inference Using Option Prices 0 1 1 144 0 4 13 516
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 1 27 0 1 11 88
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 1 18 0 2 13 78
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 0 1 18 76
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 0 0 2 190
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 2 10 466
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 2 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 1 1 6 503
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 2 3 14 1,456
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 0 1 9 1,213
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 1 55 0 0 7 137
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 0 1 8 455
Testing for Dependence in Non-Gaussian Time Series Data 0 0 1 112 0 1 12 373
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 0 0 18 365
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 5 46 421 19,335

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 1 1 2 9 1 1 11 85
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 1 1 8 164
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 0 0 11 233
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 1 2 13 121
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 0 0 7 64
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 0 1 11 275
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 63
Implicit Bayesian Inference Using Option Prices 0 0 0 36 0 2 10 197
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 8 113
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 11 0 0 5 71
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 1 1 35 1 2 21 148
Parametric pricing of higher order moments in S&P500 options 0 0 0 84 1 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 1 6 129
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 1 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 0 0 16 1,031
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 1 4 98
Total Journal Articles 1 2 5 994 7 18 262 4,289

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Statistics updated 2026-08-07