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 2 9 13 123
An Assessment of Alternative State Space Models for Count Time Series 0 0 0 141 0 4 8 458
Approximate Bayesian Computation in State Space Models 0 0 1 85 1 8 13 156
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 10 15 449
Bayesian Analysis of Continuous Time Models of the Australian Short Rate 0 0 0 177 1 5 7 483
Bayesian Analysis of a Cointegration Model Using Markov Chain Monte Carlo 0 0 0 0 1 1 2 456
Bayesian Analysis of the Stochastic Conditional Duration Model 0 0 0 229 0 6 9 604
Bayesian Estimation of Non-Gausian Time Series with Applicaitons to Transaction Data 0 0 0 5 0 4 5 445
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices 0 0 2 670 1 6 14 1,824
Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter 1 1 1 693 1 4 7 1,411
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 19 0 0 1 44
Bias Correction of Persistence Measures in Fractionally Integrated Models 0 0 0 17 1 8 11 59
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 31 3 11 13 97
Bias Reduction of Long Memory Parameter Estimators via the Pre-filtered Sieve Bootstrap 0 0 0 8 0 6 6 48
Coherent Predictions of Low Count Time Series 0 0 0 163 0 5 11 507
Does the Option Market Produce Superior Forecasts of Noise-Corrected Volatility Measures? 0 0 0 80 1 4 4 274
Fractional Cointegration: A Bayesian Aproach 0 0 0 0 0 2 3 285
Fractional Cointegration: Bayesian Inferences Using a Jeffreys Prior 0 0 0 0 1 4 4 826
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 0 3 7 42
Implicit Bayesian Inference Using Option Prices 0 0 0 274 1 7 12 807
Implicit Bayesian Inference Using Option Prices 0 0 0 143 2 6 8 511
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 1 18 0 6 10 75
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 26 2 5 7 83
Inference on Self-Exciting Jumps in Prices and Volatility using High Frequency Measures 0 0 0 22 1 5 11 69
Issues in the Estimation of Mis-Specified Models of Fractionally Integrated Processes 0 0 0 32 0 5 7 62
Non-Parametric Estimation of Forecast Distributions in Non-Gaussian, Non-linear State Space Models 0 0 0 43 0 1 1 189
Optimal Probabilistic Forecasts for Counts 0 0 0 71 1 4 4 148
Parameterisation and Efficient MCMC Estimation of Non-Gaussian State Space Models 0 0 0 161 0 4 5 461
Parametric Pricing of Higher Order Moments in S&P500 Options 0 0 0 230 0 2 2 1,027
Persistence and Nonstationary Models 0 0 0 185 1 5 6 370
Pricing Australian S&P200 Options: A Bayesian Approach Based on Generalized Distributional Forms 0 0 0 158 0 2 4 499
Pricing Currency Options in Tranquil Markets: Modelling Volatility Frowns 0 0 0 334 2 6 10 1,450
Private and Public Consumption Expenditure Substitutability: Bayesian Estimates for the G7 Countries 0 0 0 0 0 5 6 1,209
Probabilistic Forecasts of Volatility and its Risk Premia 0 0 0 54 1 3 4 134
Simulation-Based Bayesian Estimation of Affine Term Structure Models 0 0 0 456 4 15 18 995
Spot Market Competition with Stranded Costs in the Spanish Electricity Industry 0 0 0 0 0 4 4 451
Testing for Dependence in Non-Gaussian Time Series Data 0 0 0 87 5 13 18 364
Testing for Dependence in Non-Gaussian Time Series Data 1 1 1 112 2 6 8 369
U.S. Deficit Sustainability: A New Approach Based on Multiple Endogenous Breaks 0 0 0 0 1 4 4 1,235
Total Working Papers 2 2 6 4,923 39 209 304 19,189

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 2 2 91
A Review of The Oxford Handbook of Bayesian Econometrics edited by Geweke (John), Koop (Gary) and van Dijk (Herman) 0 0 1 20 2 5 7 83
A conceptual framework to support adaptation of farming systems – Development and application with Forage Rummy 0 0 2 8 0 2 6 78
Assessing Persistence In Discrete Nonstationary Time‐Series Models 0 0 0 40 0 2 3 158
BAYESIAN ANALYSIS OF A FRACTIONAL COINTEGRATION MODEL 0 0 0 44 0 3 7 229
Bayesian analysis of the stochastic conditional duration model 0 0 0 28 2 5 8 116
Bayesian comparison of several continuous time models of the Australian short rate 0 0 0 5 0 6 7 63
Bayesian forecasting in economics 0 0 0 42 0 1 2 94
Bayesian predictions of low count time series 0 0 0 58 0 4 7 187
Does the option market produce superior forecasts of noise-corrected volatility measures? 0 0 0 51 1 5 9 271
Efficient probabilistic forecasts for counts 0 0 0 0 1 6 8 66
Feasible parameter regions for alternative discrete state space models 0 0 0 10 0 4 5 60
Implicit Bayesian Inference Using Option Prices 0 0 0 36 3 5 6 193
Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter 0 0 0 27 0 2 3 108
Non-parametric estimation of forecast distributions in non-Gaussian, non-linear state space models 0 0 0 11 1 2 4 70
Parameterisation and efficient MCMC estimation of non-Gaussian state space models 0 0 0 34 0 3 5 131
Parametric pricing of higher order moments in S&P500 options 0 0 0 84 1 33 38 510
Pricing currency options in the presence of time-varying volatility and non-normalities 0 0 0 27 0 3 8 111
Probabilistic forecasts of volatility and its risk premia 0 0 0 22 0 3 6 128
Simulation-based Bayesian estimation of an affine term structure model 0 0 0 51 4 12 13 121
The distribution of exchange rate returns and the pricing of currency options 0 0 0 60 0 3 6 192
US deficit sustainability: a new approach based on multiple endogenous breaks 0 0 0 275 1 8 15 1,029
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 3 990 16 121 180 4,186

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Statistics updated 2026-03-04