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 2 13 123
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 0 1 9 459
Approximate Bayesian Computation in State Space Models 0 0 0 85 0 3 13 158
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 3 6 17 452
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 2 3 9 485
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 3 4 5 459
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 2 3 12 607
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 1 1 5 446
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 670 1 6 19 1,829
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 1 1 693 2 5 11 1,415
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 1 3 13 61
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 2 2 3 46
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 2 7 17 101
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 0 6 48
Coherent Predictions of Low Count Time Series 0 0 0 163 1 1 12 508
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 0 1 4 274
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 2 2 5 287
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 1 3 6 828
Higher Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 34 1 4 6 94
Higher-Order Improvements of the Sieve Bootstrap for Fractionally Integrated Processes 0 0 0 13 0 1 7 43
Implicit Bayesian Inference Using Option Prices 0 0 0 274 0 2 13 808
Implicit Bayesian Inference Using Option Prices 0 0 0 143 0 3 9 512
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 1 1 27 3 6 11 87
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 1 18 0 1 11 76
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 5 7 17 75
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 3 3 10 65
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 1 1 2 190
Optimal Probabilistic Forecasts for Counts 0 0 0 71 3 5 8 152
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 3 3 8 464
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 5 5 7 1,032
Persistence and Nonstationary Models 0 0 0 185 2 4 9 373
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 2 3 5 502
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 1 5 11 1,453
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 3 3 9 1,212
Probabilistic Forecasts of Volatility and its Risk Premia 0 1 1 55 2 4 7 137
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 3 9 22 1,000
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 2 3 7 454
Testing for Dependence in Non-Gaussian Time Series Data 0 1 1 112 2 5 11 372
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 1 6 19 365
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 1 3 6 1,237
Total Working Papers 0 4 7 4,925 66 139 394 19,289

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 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 3 5 8 86
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 0 1 8 6 6 11 84
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 4 5 8 163
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 3 4 11 233
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 3 5 11 119
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 1 1 8 64
Bayesian forecasting in economics 0 0 0 42 2 4 6 98
Bayesian predictions of low count time series 0 0 0 58 5 5 12 192
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 2 4 12 274
Efficient probabilistic forecasts for counts 0 0 0 0 2 4 11 69
Feasible parameter regions for alternative discrete state space models 0 0 0 10 1 1 6 61
Implicit Bayesian Inference Using Option Prices 0 0 0 36 2 5 8 195
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 27 3 4 7 112
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 11 1 2 5 71
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 34 14 15 20 146
Parametric pricing of higher order moments in S&P500 options 0 0 0 84 3 6 41 515
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 2 3 8 114
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 0 0 6 128
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 7 13 22 130
The distribution of exchange rate returns and the pricing of currency options 0 1 1 61 1 4 9 196
US deficit sustainability: a new approach based on multiple endogenous breaks 0 1 1 276 1 3 17 1,031
Using simulation methods for bayesian econometric models: inference, development and communication: some comments 0 0 0 27 0 0 5 97
Total Journal Articles 0 2 3 992 68 101 256 4,271

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Statistics updated 2026-05-06