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 2 106
An Assessment of Alternative State Space Models for Count Time Series 0 0 1 138 0 0 2 422
Approximate Bayesian Computation in State Space Models 0 0 0 78 2 3 5 115
Assessing the Impact of Market Microstructure Noise and Random Jumps on the Relative Forecasting Performance of Option-Implied and Returns-Based Volatility 0 1 2 122 1 2 4 411
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 1 1 176 1 3 3 460
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 0 0 0 450
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 1 3 566
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 0 4 434
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 663 0 0 3 1,774
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 1 690 0 0 2 1,385
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 1 1 4 34
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 16 1 2 4 34
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 1 31 1 1 3 70
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 1 30
Coherent Predictions of Low Count Time Series 0 0 0 163 0 1 9 478
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 1 79 0 0 2 247
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 0 0 273
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 0 0 0 814
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 1 1 3 78
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 2 4 27
Implicit Bayesian Inference Using Option Prices 0 0 0 273 0 0 1 782
Implicit Bayesian Inference Using Option Prices 0 0 1 141 1 1 2 481
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 2 26 2 2 7 68
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 15 0 1 10 44
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 20 1 1 6 36
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 31 0 1 5 44
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 1 1 1 40 3 4 7 169
Optimal Probabilistic Forecasts for Counts 0 0 0 68 0 1 2 130
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 158 3 5 6 436
Parametric Pricing of Higher Order Moments in S&P500 Options 1 1 3 229 2 2 16 1,016
Persistence and Nonstationary Models 0 0 0 185 0 0 3 360
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 1 158 0 0 3 486
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 1 329 3 5 12 1,414
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 1 2 3 1,198
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 52 3 3 4 115
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 1 4 4 964
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 0 2 5 431
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 109 0 0 0 341
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 0 0 2 335
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 0 2 5 1,217
Total Working Papers 2 4 18 4,867 29 54 161 18,275


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 29 0 0 3 73
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 0 17 0 0 4 61
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 0 1 2 1 1 3 21
Assessing Persistence In Discrete Nonstationary Time-Series Models 0 0 0 40 0 0 0 151
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 42 0 0 2 206
Bayesian analysis of the stochastic conditional duration model 0 0 0 27 0 0 0 88
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 1 1 1 53
Bayesian forecasting in economics 0 0 0 37 0 0 1 84
Bayesian predictions of low count time series 0 0 0 55 1 2 4 165
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 1 1 51 0 3 5 243
Efficient probabilistic forecasts for counts 0 0 0 0 0 0 2 44
Feasible parameter regions for alternative discrete state space models 0 0 0 10 0 0 0 48
Implicit Bayesian Inference Using Option Prices 0 0 0 34 0 0 0 176
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 1 98
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 8 0 0 3 51
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 33 1 2 2 113
Parametric pricing of higher order moments in S&P500 options 0 0 0 80 1 1 2 461
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 1 25 1 1 3 95
Probabilistic forecasts of volatility and its risk premia 0 0 0 20 1 1 3 109
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 0 0 1 104
The distribution of exchange rate returns and the pricing of currency options 0 0 2 55 0 0 3 163
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 1 265 0 1 4 985
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 0 1 86
Total Journal Articles 0 1 6 939 7 13 48 3,678


Statistics updated 2019-09-09