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 3 4 114
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 0 0 6 454
Approximate Bayesian Computation in State Space Models 0 0 1 85 0 3 6 148
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 2 3 5 439
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 0 0 2 478
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 2 4 598
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 0 1 441
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 0 1 4 1,407
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 2 3 4 51
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 1 1 1 44
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 2 3 86
Coherent Predictions of Low Count Time Series 0 0 0 163 2 2 8 502
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 0 0 0 270
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 1 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 0 1 1 89
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 0 4 39
Implicit Bayesian Inference Using Option Prices 0 0 0 143 1 2 2 505
Implicit Bayesian Inference Using Option Prices 0 0 0 274 4 4 5 800
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 0 1 3 78
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 1 1 1 18 4 4 5 69
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 5 6 7 64
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 2 2 3 57
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 0 0 1 144
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 0 1 1 457
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 0 1 1,025
Persistence and Nonstationary Models 0 0 0 185 0 1 1 365
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 0 0 2 497
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 1 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 1 1 3 980
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 0 111 2 2 2 363
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 3 4 6 351
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 1 4 4,921 35 54 113 18,980

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 2 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 4 4 226
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 0 0 1 57
Bayesian forecasting in economics 0 0 0 42 0 1 1 93
Bayesian predictions of low count time series 0 0 0 58 1 3 3 183
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 2 2 8 266
Efficient probabilistic forecasts for counts 0 0 0 0 1 2 2 60
Feasible parameter regions for alternative discrete state space models 0 0 0 10 0 0 2 56
Implicit Bayesian Inference Using Option Prices 0 0 0 36 1 1 1 188
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 1 27 0 0 2 106
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 1 11 1 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 3 3 7 477
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 1 5 108
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 1 2 3 125
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 0 1 1 109
The distribution of exchange rate returns and the pricing of currency options 0 0 0 60 0 1 3 189
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 1 275 1 6 12 1,021
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 1 3 95
Total Journal Articles 0 1 8 990 13 33 78 4,065

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Statistics updated 2025-12-06